+129.8%
KLAC vs BMNR
+245.3%
-115.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.5% | +1.9% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | -13.2% | +39.9% | -53.1% | -13.3% |
| 3M | -25.0% | +51.5% | -76.5% | -25.2% |
| 6M | +23.6% | +18.9% | +4.7% | +23.5% |
| YTD | +49.2% | -7.8% | +57.0% | +49.1% |
| 1Y | +89.3% | -47.6% | +136.9% | +89.3% |
| All | +129.8% | +245.3% | -115.5% | +129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling