+153,071.2%
KLAC vs NYT
+758.3%
+152,312.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.5% |
| 3M | -25.0% | -9.6% | -15.4% | -23.8% |
| 6M | +23.6% | -14.0% | +37.6% | +27.2% |
| YTD | +49.2% | -2.8% | +52.1% | +47.2% |
| 1Y | +89.3% | +15.6% | +73.7% | +75.5% |
| 3Y | +274.4% | +56.3% | +218.0% | +209.1% |
| 5Y | +440.9% | +39.5% | +401.4% | +354.9% |
| 10Y | +2,947.7% | +488.0% | +2,459.6% | +1,465.0% |
| All | +153,071.2% | +758.3% | +152,312.9% | +72,232.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling