+212.1%
KLAC vs STLA
-75.4%
+287.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.5% | +8.8% | +6.2% |
| 7D | +7.5% | -11.6% | +19.1% | +11.1% |
| 30D | -15.3% | -6.2% | -9.1% | -14.2% |
| 3M | -19.6% | -24.6% | +5.0% | -14.0% |
| 6M | -12.5% | -44.9% | +32.4% | +2.3% |
| YTD | +33.0% | -62.3% | +95.3% | +70.1% |
| 1Y | +35.9% | -61.8% | +97.7% | +72.5% |
| All | +212.1% | -75.4% | +287.5% | +350.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling