+235.9%
NVDA vs KLAC
+194.3%
+41.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -0.3% |
| 7D | -12.7% | +10.0% | -22.7% | -17.6% |
| 30D | -26.4% | -14.8% | -11.6% | -20.7% |
| 3M | -27.6% | -27.2% | -0.5% | -15.6% |
| 6M | -27.7% | -17.5% | -10.3% | -27.8% |
| YTD | -12.5% | +25.8% | -38.3% | -38.1% |
| 1Y | -12.6% | +31.8% | -44.5% | -40.7% |
| 3Y | +235.9% | +195.3% | +40.6% | +21.4% |
| All | +235.9% | +194.3% | +41.6% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KLAC.
Daily Out/Under-Performance
Portfolio return minus KLAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KLAC 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 KLAC 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