+202.5%
KLAC vs SN
+681.9%
-479.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.9% | +6.4% | +8.4% |
| 7D | -1.1% | +7.6% | -8.8% | -3.4% |
| 30D | -22.6% | +24.1% | -46.7% | -27.8% |
| 3M | -23.5% | +23.7% | -47.2% | -28.8% |
| 6M | -18.8% | +105.5% | -124.3% | -36.2% |
| YTD | +25.0% | +105.1% | -80.1% | -2.0% |
| 1Y | +27.5% | +148.3% | -120.7% | -5.5% |
| 3Y | +206.1% | +438.7% | -232.5% | +112.0% |
| All | +202.5% | +681.9% | -479.5% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling