+489.1%
KLAC vs STLA
-62.5%
+551.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +3.0% |
| 7D | +10.6% | +0.7% | +9.8% | +10.2% |
| 30D | -4.5% | -2.4% | -2.1% | -4.2% |
| 3M | -10.3% | -23.9% | +13.6% | -0.7% |
| 6M | +40.9% | -24.6% | +65.5% | +56.1% |
| YTD | +56.1% | -50.5% | +106.6% | +99.6% |
| 1Y | +109.0% | -39.8% | +148.9% | +139.5% |
| 3Y | +288.8% | -65.6% | +354.5% | +443.4% |
| 5Y | +489.1% | -62.1% | +551.2% | +626.7% |
| All | +489.1% | -62.5% | +551.7% | +626.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling