+113.7%
KLAC vs SN
+46.4%
+67.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.4% | +7.8% |
| 7D | +5.7% | -9.3% | +15.1% | +10.0% |
| 30D | -3.6% | -4.8% | +1.2% | -1.8% |
| 3M | -12.8% | +40.4% | -53.2% | -25.6% |
| 6M | +26.1% | +50.9% | -24.9% | +3.1% |
| YTD | +53.3% | +54.9% | -1.6% | +24.3% |
| 1Y | +113.7% | +43.0% | +70.6% | +66.6% |
| All | +113.7% | +46.4% | +67.3% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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