+18,294.7%
KLAC vs STLD
+8,684.3%
+9,610.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +7.9% |
| 7D | +5.7% | +3.1% | +2.6% | +4.5% |
| 30D | -3.6% | -9.0% | +5.4% | -0.9% |
| 3M | -12.8% | -12.4% | -0.4% | -9.5% |
| 6M | +26.1% | +25.5% | +0.6% | +16.3% |
| YTD | +53.3% | +43.6% | +9.7% | +35.0% |
| 1Y | +113.7% | +87.2% | +26.5% | +72.2% |
| 3Y | +274.9% | +135.2% | +139.7% | +177.4% |
| 5Y | +470.1% | +290.9% | +179.3% | +249.3% |
| 10Y | +2,997.0% | +1,113.5% | +1,883.6% | +1,132.7% |
| All | +18,294.7% | +8,684.3% | +9,610.4% | +2,134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling