+154,996.0%
KLAC vs NEM
+490.6%
+154,505.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.3% |
| 7D | +6.2% | +3.1% | +3.1% | +5.9% |
| 30D | -5.0% | +10.0% | -15.0% | -5.9% |
| 3M | -14.4% | +30.9% | -45.3% | -16.6% |
| 6M | +28.3% | +10.5% | +17.8% | +26.9% |
| YTD | +51.1% | +29.7% | +21.4% | +47.6% |
| 1Y | +100.4% | +71.1% | +29.3% | +91.4% |
| 3Y | +276.3% | +252.1% | +24.2% | +238.0% |
| 5Y | +452.1% | +157.7% | +294.3% | +402.6% |
| 10Y | +2,986.0% | +319.4% | +2,666.6% | +2,604.3% |
| All | +154,996.0% | +490.6% | +154,505.5% | +131,076.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling