+204.3%
KLAC vs SN
+671.3%
-466.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -4.1% |
| 7D | +10.0% | +1.5% | +8.4% | +9.5% |
| 30D | -14.8% | +21.5% | -36.3% | -20.0% |
| 3M | -27.2% | +20.0% | -47.2% | -31.6% |
| 6M | -17.5% | +119.9% | -137.4% | -36.5% |
| YTD | +25.8% | +102.3% | -76.5% | -1.0% |
| 1Y | +31.8% | +148.0% | -116.2% | -2.3% |
| 3Y | +195.3% | +450.0% | -254.7% | +105.4% |
| All | +204.3% | +671.3% | -466.9% | +111.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling