+3,041.8%
KLAC vs STLD
+1,072.4%
+1,969.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | +10.6% | +2.7% | +7.9% | +9.2% |
| 30D | -4.5% | -8.4% | +3.9% | -1.3% |
| 3M | -10.3% | -9.9% | -0.4% | -7.2% |
| 6M | +40.9% | +33.0% | +7.9% | +24.0% |
| YTD | +56.1% | +42.6% | +13.5% | +33.2% |
| 1Y | +109.0% | +80.8% | +28.3% | +61.3% |
| 3Y | +288.8% | +143.4% | +145.4% | +161.9% |
| 5Y | +489.1% | +293.4% | +195.7% | +218.2% |
| 10Y | +3,041.8% | +1,080.4% | +1,961.4% | +990.2% |
| All | +3,041.8% | +1,072.4% | +1,969.4% | +990.2% |
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