+23.6%
KLAC vs SNXX
+222.3%
-198.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.1% | +9.0% | +3.4% |
| 7D | -2.7% | -12.0% | +9.4% | -0.3% |
| 30D | -13.2% | +37.9% | -51.1% | -20.6% |
| 3M | -25.0% | -52.7% | +27.7% | -21.5% |
| 6M | +23.6% | +194.8% | -171.2% | -13.9% |
| All | +23.6% | +222.3% | -198.7% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNXX.
Daily Out/Under-Performance
Portfolio return minus SNXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNXX 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 6mo: compounded portfolio wealth divided by compounded SNXX 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…
6mo analysis · Full analysis span regression · 6 months rolling