+26.2%
KLAC vs SN
+156.5%
-130.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.1% | -8.2% | -5.7% |
| 7D | -5.7% | +10.6% | -16.3% | -9.5% |
| 30D | -27.6% | +20.0% | -47.6% | -33.0% |
| 3M | -23.3% | +30.4% | -53.6% | -32.0% |
| 6M | -12.4% | +91.0% | -103.3% | -35.9% |
| YTD | +23.7% | +95.9% | -72.2% | -11.2% |
| 1Y | +26.2% | +158.9% | -132.7% | -17.7% |
| All | +26.2% | +156.5% | -130.3% | -17.7% |
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