+889.8%
NVDA vs KLAC
+434.8%
+455.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -1.4% |
| 7D | -5.1% | -2.7% | -2.5% | -3.4% |
| 30D | -2.5% | -13.2% | +10.7% | +7.4% |
| 3M | +6.7% | -25.0% | +31.7% | +22.5% |
| 6M | +17.6% | +23.6% | -6.0% | -14.0% |
| YTD | +17.3% | +49.2% | -31.9% | -30.7% |
| 1Y | +23.5% | +89.3% | -65.8% | -42.6% |
| 3Y | +384.6% | +274.4% | +110.3% | +7.2% |
| All | +889.8% | +434.8% | +455.0% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling