+979.8%
KLAC vs NET
+1,381.0%
-401.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.5% |
| 7D | -5.7% | -16.4% | +10.7% | -1.4% |
| 30D | -27.6% | -25.8% | -1.7% | -22.2% |
| 3M | -23.3% | -11.5% | -11.7% | -21.9% |
| 6M | -12.4% | +18.9% | -31.3% | -19.1% |
| YTD | +23.7% | +35.2% | -11.5% | +8.2% |
| 1Y | +26.2% | +14.5% | +11.7% | +15.3% |
| 3Y | +207.0% | +313.8% | -106.8% | +93.2% |
| 5Y | +284.4% | +32.6% | +251.8% | +178.1% |
| All | +979.8% | +1,381.0% | -401.2% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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