+309.5%
KLAC vs STLA
-72.6%
+382.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.5% | +8.8% | +6.6% |
| 7D | +7.5% | -11.6% | +19.1% | +12.7% |
| 30D | -15.3% | -6.2% | -9.1% | -13.7% |
| 3M | -19.6% | -24.6% | +5.0% | -11.9% |
| 6M | -12.5% | -44.9% | +32.4% | +8.4% |
| YTD | +33.0% | -62.3% | +95.3% | +86.6% |
| 1Y | +35.9% | -61.8% | +97.7% | +88.7% |
| 3Y | +208.6% | -75.3% | +284.0% | +394.4% |
| 5Y | +309.5% | -72.5% | +382.0% | +457.0% |
| All | +309.5% | -72.6% | +382.0% | +457.0% |
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