+384.6%
NVDA vs KLAC
+266.8%
+117.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -1.1% |
| 7D | -5.1% | -2.7% | -2.5% | -3.8% |
| 30D | -2.5% | -13.2% | +10.7% | +5.1% |
| 3M | +6.7% | -25.0% | +31.7% | +19.3% |
| 6M | +17.6% | +23.6% | -6.0% | -8.1% |
| YTD | +17.3% | +49.2% | -31.9% | -23.2% |
| 1Y | +23.5% | +89.3% | -65.8% | -34.0% |
| 3Y | +384.6% | +274.4% | +110.3% | +48.8% |
| All | +384.6% | +266.8% | +117.9% | +48.8% |
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