+9,977.2%
KLAC vs STLA
+168.9%
+9,808.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.5% | +8.8% | +6.2% |
| 7D | +7.5% | -11.6% | +19.1% | +11.0% |
| 30D | -15.3% | -6.2% | -9.1% | -14.2% |
| 3M | -19.6% | -24.6% | +5.0% | -14.4% |
| 6M | -12.5% | -44.9% | +32.4% | +0.9% |
| YTD | +33.0% | -62.3% | +95.3% | +66.1% |
| 1Y | +35.9% | -61.8% | +97.7% | +68.9% |
| 3Y | +208.6% | -75.3% | +284.0% | +317.5% |
| 5Y | +309.5% | -72.5% | +382.0% | +432.2% |
| 10Y | +2,381.5% | +0.8% | +2,380.8% | +2,474.8% |
| All | +9,977.2% | +168.9% | +9,808.3% | +9,800.1% |
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