+109.0%
KLAC vs STLD
+80.8%
+28.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.0% |
| 3M | -10.3% | -9.9% | -0.4% | -6.6% |
| 6M | +40.9% | +33.0% | +7.9% | +21.1% |
| YTD | +56.1% | +42.6% | +13.5% | +30.2% |
| 1Y | +109.0% | +80.8% | +28.3% | +63.7% |
| All | +109.0% | +80.8% | +28.2% | +63.7% |
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