+499.3%
KLAC vs NVTS
-14.2%
+513.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.6% |
| 7D | +10.6% | +9.7% | +0.9% | +9.2% |
| 30D | -4.5% | -13.6% | +9.1% | -2.6% |
| 3M | -10.3% | -51.0% | +40.7% | -1.7% |
| 6M | +40.9% | +46.3% | -5.5% | +30.9% |
| YTD | +56.1% | +68.1% | -12.0% | +41.3% |
| 1Y | +109.0% | +113.9% | -4.9% | +80.1% |
| 3Y | +288.8% | +45.3% | +243.6% | +230.8% |
| All | +499.3% | -14.2% | +513.5% | +394.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling