-0.3%
KLAC vs SNDQ
-95.1%
+94.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.8% | -4.9% | +3.3% |
| 7D | -2.7% | +11.6% | -14.3% | -0.4% |
| 30D | -13.2% | -45.1% | +31.9% | -20.7% |
| 3M | -25.0% | -68.6% | +43.6% | -21.5% |
| All | -0.3% | -95.1% | +94.8% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 SNDQ 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 · Available span rolling