+277.6%
KLAC vs SN
+496.6%
-219.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | +10.6% | +0.1% | +10.5% | +10.5% |
| 30D | -4.5% | -5.6% | +1.1% | -2.8% |
| 3M | -10.3% | +48.1% | -58.3% | -21.4% |
| 6M | +40.9% | +57.6% | -16.7% | +20.6% |
| YTD | +56.1% | +56.5% | -0.4% | +33.8% |
| 1Y | +109.0% | +52.6% | +56.5% | +79.5% |
| 3Y | +288.8% | +412.0% | -123.1% | +195.5% |
| All | +277.6% | +496.6% | -219.1% | +186.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling