+113.7%
KLAC vs BMNR
-42.5%
+156.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -5.6% | +12.9% | +8.5% |
| 7D | +5.7% | +4.9% | +0.8% | +4.2% |
| 30D | -3.6% | +35.5% | -39.1% | -10.5% |
| 3M | -12.8% | +39.6% | -52.4% | -19.8% |
| 6M | +26.1% | +18.2% | +7.8% | +19.0% |
| YTD | +53.3% | -8.0% | +61.3% | +49.3% |
| 1Y | +113.7% | -40.8% | +154.5% | +138.5% |
| All | +113.7% | -42.5% | +156.2% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 1y: compounded portfolio wealth divided by compounded BMNR 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…
1y analysis · Full analysis span regression · 6 months rolling