+26.2%
KLAC vs NYT
+16.5%
+9.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.4% |
| 7D | -5.7% | -3.9% | -1.8% | -6.8% |
| 30D | -27.6% | +4.3% | -31.9% | -26.6% |
| 3M | -23.3% | -11.7% | -11.5% | -25.1% |
| 6M | -12.4% | -14.4% | +2.1% | -11.6% |
| YTD | +23.7% | -3.0% | +26.8% | +28.4% |
| 1Y | +26.2% | +16.5% | +9.6% | +43.6% |
| All | +26.2% | +16.5% | +9.7% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling