+452.1%
KLAC vs SAN
+384.1%
+68.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.6% |
| 7D | +6.2% | -0.5% | +6.7% | +6.4% |
| 30D | -5.0% | -0.1% | -4.9% | -5.0% |
| 3M | -14.4% | +19.6% | -34.0% | -21.8% |
| 6M | +28.3% | +32.7% | -4.4% | +11.5% |
| YTD | +51.1% | +26.7% | +24.4% | +33.9% |
| 1Y | +100.4% | +51.6% | +48.7% | +63.0% |
| 3Y | +276.3% | +348.7% | -72.4% | +78.8% |
| 5Y | +452.1% | +378.7% | +73.3% | +136.3% |
| All | +452.1% | +384.1% | +68.0% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling