+193.3%
KLAC vs SNAP
-54.3%
+247.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -2.1% | -10.6% | +8.5% | +0.4% |
| 30D | -21.8% | -19.7% | -2.0% | -18.2% |
| 3M | -20.5% | -6.5% | -14.0% | -20.2% |
| 6M | -18.0% | -17.8% | -0.2% | -15.7% |
| YTD | +26.4% | -38.0% | +64.4% | +37.0% |
| 1Y | +26.3% | -42.5% | +68.8% | +39.2% |
| 3Y | +193.3% | -55.8% | +249.1% | +182.6% |
| All | +193.3% | -54.3% | +247.6% | +182.6% |
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