+91.0%
KLAC vs STLA
-40.1%
+131.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | +2.5% | -3.8% | +6.3% | +3.1% |
| 30D | -11.5% | -3.1% | -8.4% | -11.1% |
| 3M | -16.9% | -19.6% | +2.7% | -13.3% |
| 6M | +22.2% | -23.5% | +45.7% | +29.3% |
| YTD | +46.4% | -51.5% | +97.9% | +61.1% |
| 1Y | +91.0% | -39.7% | +130.7% | +96.3% |
| All | +91.0% | -40.1% | +131.1% | +96.3% |
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