+135.9%
KLAC vs SARO
-22.5%
+158.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.3% | +1.2% |
| 7D | -2.7% | -3.1% | +0.4% | -1.3% |
| 30D | -13.2% | -12.2% | -0.9% | -8.1% |
| 3M | -25.0% | -7.4% | -17.7% | -22.4% |
| 6M | +23.6% | -15.3% | +38.9% | +31.4% |
| YTD | +49.2% | -16.2% | +65.4% | +59.4% |
| 1Y | +89.3% | -12.1% | +101.4% | +97.6% |
| All | +135.9% | -22.5% | +158.3% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling