+26.2%
KLAC vs NEM
+50.9%
-24.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +9.9% | -14.0% | -8.1% |
| 7D | -5.7% | +3.7% | -9.3% | -7.3% |
| 30D | -27.6% | +2.0% | -29.6% | -28.4% |
| 3M | -23.3% | +21.1% | -44.4% | -31.1% |
| 6M | -12.4% | +9.5% | -21.9% | -17.6% |
| YTD | +23.7% | +19.1% | +4.7% | +13.3% |
| 1Y | +26.2% | +51.1% | -24.9% | +3.0% |
| All | +26.2% | +50.9% | -24.7% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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