+489.1%
KLAC vs SNAP
-92.9%
+582.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +2.0% |
| 7D | +10.6% | +1.5% | +9.1% | +10.2% |
| 30D | -4.5% | +1.9% | -6.4% | -5.2% |
| 3M | -10.3% | -3.9% | -6.4% | -10.6% |
| 6M | +40.9% | +5.2% | +35.7% | +36.8% |
| YTD | +56.1% | -32.7% | +88.8% | +64.7% |
| 1Y | +109.0% | -24.8% | +133.8% | +114.8% |
| 3Y | +288.8% | -42.2% | +331.0% | +297.1% |
| 5Y | +489.1% | -92.7% | +581.8% | +628.4% |
| All | +489.1% | -92.9% | +582.0% | +628.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling