+195.3%
KLAC vs STLD
+119.8%
+75.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | +0.1% | -1.5% |
| 7D | +10.0% | +2.9% | +7.1% | +8.5% |
| 30D | -14.8% | -5.6% | -9.3% | -11.8% |
| 3M | -27.2% | -11.7% | -15.4% | -22.5% |
| 6M | -17.5% | -2.8% | -14.7% | -17.0% |
| YTD | +25.8% | +36.4% | -10.6% | +5.5% |
| 1Y | +31.8% | +50.0% | -18.2% | +5.1% |
| 3Y | +195.3% | +122.3% | +73.0% | +86.3% |
| All | +195.3% | +119.8% | +75.5% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling