+1,903.8%
KLAC vs SNAP
-78.3%
+1,982.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.9% |
| 7D | +21.2% | +2.6% | +18.6% | +20.6% |
| 30D | -14.5% | -19.6% | +5.1% | -11.1% |
| 3M | -24.4% | +0.4% | -24.8% | -25.0% |
| 6M | -12.9% | -5.9% | -7.0% | -13.4% |
| YTD | +29.9% | -35.3% | +65.3% | +37.3% |
| 1Y | +31.9% | -42.6% | +74.5% | +42.4% |
| 3Y | +201.5% | -53.9% | +255.4% | +219.4% |
| 5Y | +298.6% | -90.3% | +388.8% | +393.3% |
| All | +1,903.8% | -78.3% | +1,982.0% | +1,671.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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