+309.5%
KLAC vs SAN
+300.6%
+8.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.9% | +5.6% |
| 7D | +7.5% | +3.4% | +4.1% | +5.8% |
| 30D | -15.3% | -6.3% | -9.0% | -12.8% |
| 3M | -19.6% | -14.1% | -5.5% | -13.8% |
| 6M | -12.5% | +4.2% | -16.7% | -14.9% |
| YTD | +33.0% | +9.0% | +24.0% | +26.0% |
| 1Y | +35.9% | +18.8% | +17.2% | +23.6% |
| 3Y | +208.6% | +252.0% | -43.4% | +62.2% |
| 5Y | +309.5% | +299.5% | +10.0% | +91.9% |
| All | +309.5% | +300.6% | +8.9% | +91.9% |
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 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