+2,049.0%
KLAC vs STLD
+761.4%
+1,287.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.5% |
| 7D | -12.3% | -11.1% | -1.2% | -7.6% |
| 30D | -29.6% | -4.8% | -24.9% | -27.9% |
| 3M | -28.2% | -14.6% | -13.7% | -23.5% |
| 6M | -23.6% | -7.4% | -16.2% | -21.5% |
| YTD | +14.4% | +32.6% | -18.2% | +0.6% |
| 1Y | +15.4% | +47.3% | -31.9% | -2.9% |
| 3Y | +184.3% | +107.5% | +76.8% | +104.0% |
| 5Y | +248.9% | +268.8% | -20.0% | +92.9% |
| All | +2,049.0% | +761.4% | +1,287.6% | +694.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling