+1,011.4%
KLAC vs SNOW
+36.9%
+974.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +10.6% | +4.9% | +5.7% | +8.8% |
| 30D | -4.5% | +1.5% | -6.0% | -5.4% |
| 3M | -10.3% | +39.5% | -49.8% | -18.0% |
| 6M | +40.9% | +85.9% | -45.0% | +15.5% |
| YTD | +56.1% | +52.9% | +3.2% | +34.4% |
| 1Y | +109.0% | +48.1% | +60.9% | +81.0% |
| 3Y | +288.8% | +102.2% | +186.7% | +191.1% |
| 5Y | +489.1% | +5.5% | +483.7% | +376.8% |
| All | +1,011.4% | +36.9% | +974.5% | +729.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling