-25.0%
KLAC vs ANET
+30.0%
-55.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.7% | -3.0% |
| 7D | -2.7% | +3.0% | -5.7% | -5.3% |
| 30D | -13.2% | -5.2% | -8.0% | -8.8% |
| 3M | -25.0% | +27.6% | -52.6% | -42.8% |
| All | -25.0% | +30.0% | -55.0% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ANET.
Daily Out/Under-Performance
Portfolio return minus ANET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ANET 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 3mo: compounded portfolio wealth divided by compounded ANET 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…
3mo analysis · Full analysis span regression · Available span rolling