+2,288.0%
KLAC vs STM
+431.2%
+1,856.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | -2.1% | -7.9% | +5.9% | +3.7% |
| 30D | -21.8% | -14.1% | -7.6% | -13.4% |
| 3M | -20.5% | -17.6% | -2.9% | -10.1% |
| 6M | -18.0% | -24.2% | +6.3% | -3.5% |
| YTD | +26.4% | +73.3% | -46.9% | -13.7% |
| 1Y | +26.3% | +90.1% | -63.8% | -18.8% |
| 3Y | +193.3% | +10.3% | +182.9% | +146.6% |
| 5Y | +297.2% | -5.7% | +303.0% | +263.2% |
| 10Y | +2,288.0% | +444.1% | +1,843.9% | +779.9% |
| All | +2,288.0% | +431.2% | +1,856.8% | +779.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling