+288.8%
KLAC vs SAN
+356.8%
-67.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | +10.6% | +3.3% | +7.2% | +8.6% |
| 30D | -4.5% | +1.1% | -5.6% | -5.1% |
| 3M | -10.3% | +22.2% | -32.5% | -18.9% |
| 6M | +40.9% | +36.0% | +4.9% | +21.2% |
| YTD | +56.1% | +28.2% | +27.9% | +37.5% |
| 1Y | +109.0% | +54.1% | +54.9% | +70.2% |
| 3Y | +288.8% | +354.2% | -65.4% | +114.6% |
| All | +288.8% | +356.8% | -67.9% | +114.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling