+113.7%
KLAC vs STLA
-38.0%
+151.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.0% | +7.1% |
| 7D | +5.7% | +2.6% | +3.1% | +5.3% |
| 30D | -3.6% | -1.2% | -2.4% | -3.4% |
| 3M | -12.8% | -24.8% | +12.0% | -8.0% |
| 6M | +26.1% | -25.6% | +51.6% | +32.6% |
| YTD | +53.3% | -48.9% | +102.3% | +67.2% |
| 1Y | +113.7% | -38.8% | +152.4% | +120.4% |
| All | +113.7% | -38.0% | +151.7% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling