+157,276.9%
KLAC vs SAN
+2,116.5%
+155,160.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.7% |
| 7D | +5.7% | +1.8% | +4.0% | +4.9% |
| 30D | -3.6% | +2.0% | -5.6% | -4.5% |
| 3M | -12.8% | +19.7% | -32.5% | -19.1% |
| 6M | +26.1% | +30.6% | -4.6% | +12.6% |
| YTD | +53.3% | +28.8% | +24.5% | +37.4% |
| 1Y | +113.7% | +57.8% | +55.9% | +75.6% |
| 3Y | +274.9% | +338.1% | -63.2% | +95.4% |
| 5Y | +470.1% | +384.2% | +85.9% | +177.5% |
| 10Y | +2,997.0% | +353.2% | +2,643.9% | +1,328.9% |
| All | +157,276.9% | +2,116.5% | +155,160.5% | +27,093.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling