+288.8%
KLAC vs SNAP
-43.9%
+332.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +2.0% |
| 7D | +10.6% | +1.5% | +9.1% | +10.1% |
| 30D | -4.5% | +1.9% | -6.4% | -5.4% |
| 3M | -10.3% | -3.9% | -6.4% | -10.5% |
| 6M | +40.9% | +5.2% | +35.7% | +36.0% |
| YTD | +56.1% | -32.7% | +88.8% | +67.1% |
| 1Y | +109.0% | -24.8% | +133.8% | +116.5% |
| 3Y | +288.8% | -42.2% | +331.0% | +270.5% |
| All | +288.8% | -43.9% | +332.7% | +270.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling