+447.7%
KLAC vs SNOW
+3.0%
+444.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | +6.2% | +8.4% | -2.2% | +3.7% |
| 30D | -5.0% | -1.0% | -4.0% | -5.3% |
| 3M | -14.4% | +38.3% | -52.7% | -21.7% |
| 6M | +28.3% | +81.3% | -53.0% | +5.5% |
| YTD | +51.1% | +51.1% | 0.0% | +30.3% |
| 1Y | +100.4% | +47.0% | +53.4% | +73.7% |
| 3Y | +276.3% | +99.7% | +176.6% | +179.5% |
| All | +447.7% | +3.0% | +444.7% | +344.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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