+113.7%
KLAC vs STLD
+89.3%
+24.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +8.0% |
| 7D | +5.7% | +3.1% | +2.6% | +4.2% |
| 30D | -3.6% | -9.0% | +5.4% | +0.2% |
| 3M | -12.8% | -12.4% | -0.4% | -7.6% |
| 6M | +26.1% | +25.5% | +0.6% | +11.0% |
| YTD | +53.3% | +43.6% | +9.7% | +27.1% |
| 1Y | +113.7% | +87.2% | +26.5% | +62.4% |
| All | +113.7% | +89.3% | +24.4% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling