+113.7%
KLAC vs STM
+107.3%
+6.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.4% | +6.2% |
| 7D | +5.7% | +5.8% | -0.1% | +2.4% |
| 30D | -3.6% | -1.0% | -2.6% | -3.1% |
| 3M | -12.8% | -33.3% | +20.4% | +9.0% |
| 6M | +26.1% | +57.4% | -31.3% | +3.9% |
| YTD | +53.3% | +102.2% | -48.9% | +13.4% |
| 1Y | +113.7% | +99.6% | +14.1% | +52.8% |
| All | +113.7% | +107.3% | +6.4% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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