+9,433.3%
KLAC vs STLA
+150.0%
+9,283.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -2.9% |
| 7D | +10.0% | -13.8% | +23.8% | +14.2% |
| 30D | -14.8% | -10.5% | -4.3% | -12.6% |
| 3M | -27.2% | -28.9% | +1.7% | -21.3% |
| 6M | -17.5% | -49.7% | +32.3% | -2.5% |
| YTD | +25.8% | -64.9% | +90.7% | +60.1% |
| 1Y | +31.8% | -64.0% | +95.9% | +66.3% |
| 3Y | +195.3% | -77.4% | +272.7% | +308.7% |
| 5Y | +285.9% | -74.4% | +360.4% | +411.1% |
| 10Y | +2,247.6% | -6.4% | +2,254.0% | +2,382.2% |
| All | +9,433.3% | +150.0% | +9,283.4% | +9,443.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling