+2,838.9%
KLAC vs STLA
+51.6%
+2,787.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | +2.5% | -3.8% | +6.3% | +4.0% |
| 30D | -11.5% | -3.1% | -8.4% | -10.9% |
| 3M | -16.9% | -19.6% | +2.7% | -10.1% |
| 6M | +22.2% | -23.5% | +45.7% | +34.5% |
| YTD | +46.4% | -51.5% | +97.9% | +87.5% |
| 1Y | +91.0% | -39.7% | +130.7% | +119.6% |
| 3Y | +264.6% | -66.3% | +330.9% | +411.4% |
| 5Y | +430.6% | -63.1% | +493.7% | +597.6% |
| All | +2,838.9% | +51.6% | +2,787.3% | +2,523.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling