+461.9%
KLAC vs NVTS
-20.2%
+482.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.7% | -2.6% |
| 7D | +2.5% | +0.5% | +2.0% | +2.4% |
| 30D | -11.5% | -18.0% | +6.5% | -9.1% |
| 3M | -16.9% | -45.6% | +28.7% | -10.0% |
| 6M | +22.2% | +28.5% | -6.2% | +15.6% |
| YTD | +46.4% | +56.2% | -9.8% | +33.8% |
| 1Y | +91.0% | +97.7% | -6.7% | +66.4% |
| 3Y | +264.6% | +35.0% | +229.6% | +213.4% |
| All | +461.9% | -20.2% | +482.1% | +368.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling