+8,240.6%
KLAC vs SNY
+241.9%
+7,998.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | -2.7% | -3.3% | +0.7% | -1.2% |
| 30D | -13.2% | -2.2% | -11.0% | -12.4% |
| 3M | -25.0% | -3.0% | -22.0% | -24.6% |
| 6M | +23.6% | +2.7% | +20.9% | +20.5% |
| YTD | +49.2% | -6.8% | +56.1% | +51.6% |
| 1Y | +89.3% | -5.3% | +94.6% | +90.0% |
| 3Y | +274.4% | -9.8% | +284.1% | +268.2% |
| 5Y | +440.9% | +9.7% | +431.3% | +370.8% |
| 10Y | +2,947.7% | +64.5% | +2,883.2% | +2,057.2% |
| All | +8,240.6% | +241.9% | +7,998.7% | +3,456.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling