+11,516.2%
KLAC vs STLA
+263.8%
+11,252.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.0% | +7.0% |
| 7D | +5.7% | +2.6% | +3.1% | +5.0% |
| 30D | -3.6% | -1.2% | -2.4% | -3.7% |
| 3M | -12.8% | -24.8% | +12.0% | -6.5% |
| 6M | +26.1% | -25.6% | +51.6% | +35.4% |
| YTD | +53.3% | -48.9% | +102.3% | +78.3% |
| 1Y | +113.7% | -38.8% | +152.4% | +135.0% |
| 3Y | +274.9% | -64.5% | +339.4% | +364.1% |
| 5Y | +470.1% | -62.4% | +532.6% | +588.1% |
| 10Y | +2,997.0% | +55.4% | +2,941.6% | +2,851.5% |
| All | +11,516.2% | +263.8% | +11,252.4% | +10,526.0% |
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 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