+433.3%
KLAC vs NYT
+38.8%
+394.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | -13.2% | +4.6% | -17.7% | -14.3% |
| 3M | -25.0% | -9.6% | -15.4% | -23.9% |
| 6M | +23.6% | -14.0% | +37.6% | +27.3% |
| YTD | +49.2% | -2.8% | +52.1% | +46.0% |
| 1Y | +89.3% | +15.6% | +73.7% | +71.9% |
| 3Y | +274.4% | +56.3% | +218.0% | +189.9% |
| All | +433.3% | +38.8% | +394.5% | +292.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling