+265.5%
KLAC vs SN
+476.8%
-211.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.1% |
| 7D | +6.2% | -3.4% | +9.6% | +7.4% |
| 30D | -5.0% | -9.1% | +4.1% | -2.1% |
| 3M | -14.4% | +31.8% | -46.2% | -22.1% |
| 6M | +28.3% | +52.0% | -23.7% | +11.1% |
| YTD | +51.1% | +51.3% | -0.2% | +30.9% |
| 1Y | +100.4% | +46.9% | +53.5% | +74.2% |
| 3Y | +276.3% | +394.9% | -118.6% | +189.2% |
| All | +265.5% | +476.8% | -211.3% | +180.0% |
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