+26.2%
KLAC vs SARO
-7.8%
+34.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.9% |
| 7D | -5.7% | +15.8% | -21.4% | -11.6% |
| 30D | -27.6% | +22.2% | -49.8% | -33.8% |
| 3M | -23.3% | -16.2% | -7.1% | -16.0% |
| 6M | -12.4% | +4.6% | -17.0% | -15.7% |
| YTD | +23.7% | -10.4% | +34.1% | +28.4% |
| 1Y | +26.2% | -6.5% | +32.7% | +27.7% |
| All | +26.2% | -7.8% | +34.0% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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