+279.1%
KLAC vs NXT
+89.5%
+189.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -2.2% |
| 7D | +6.2% | -0.2% | +6.4% | +6.3% |
| 30D | -5.0% | -20.0% | +15.0% | +0.8% |
| 3M | -14.4% | -30.9% | +16.5% | -5.5% |
| 6M | +28.3% | -23.8% | +52.1% | +37.0% |
| YTD | +51.1% | -5.4% | +56.5% | +54.0% |
| 1Y | +100.4% | +28.0% | +72.3% | +92.0% |
| All | +279.1% | +89.5% | +189.5% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling