+2,247.0%
KLAC vs SAN
+270.1%
+1,976.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.8% | -3.5% |
| 7D | +10.0% | +4.0% | +6.0% | +8.1% |
| 30D | -14.8% | -7.8% | -7.0% | -11.8% |
| 3M | -27.2% | -16.4% | -10.8% | -21.4% |
| 6M | -17.5% | +3.5% | -21.0% | -19.2% |
| YTD | +25.8% | +6.7% | +19.1% | +21.0% |
| 1Y | +31.8% | +14.5% | +17.3% | +22.7% |
| 3Y | +195.3% | +243.5% | -48.2% | +62.8% |
| 5Y | +285.9% | +296.2% | -10.3% | +92.9% |
| All | +2,247.0% | +270.1% | +1,976.9% | +1,074.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling