+89.3%
KLAC vs SAN
+51.4%
+37.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +0.4% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | -13.2% | +0.9% | -14.1% | -13.8% |
| 3M | -25.0% | +19.1% | -44.1% | -33.5% |
| 6M | +23.6% | +33.2% | -9.6% | +2.5% |
| YTD | +49.2% | +29.1% | +20.1% | +25.0% |
| 1Y | +89.3% | +50.2% | +39.1% | +46.9% |
| All | +89.3% | +51.4% | +37.9% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling