+433.3%
KLAC vs SNY
+9.4%
+423.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | -2.7% | -3.3% | +0.7% | -2.2% |
| 30D | -13.2% | -2.2% | -11.0% | -12.9% |
| 3M | -25.0% | -3.0% | -22.0% | -24.8% |
| 6M | +23.6% | +2.7% | +20.9% | +22.3% |
| YTD | +49.2% | -6.8% | +56.1% | +50.4% |
| 1Y | +89.3% | -5.3% | +94.6% | +89.6% |
| 3Y | +274.4% | -9.8% | +284.1% | +274.4% |
| All | +433.3% | +9.4% | +423.8% | +372.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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