+100.4%
KLAC vs STM
+98.5%
+1.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.7% |
| 7D | +6.2% | +1.7% | +4.5% | +5.2% |
| 30D | -5.0% | -5.2% | +0.2% | -2.1% |
| 3M | -14.4% | -29.6% | +15.2% | +4.3% |
| 6M | +28.3% | +54.4% | -26.1% | +6.8% |
| YTD | +51.1% | +99.5% | -48.4% | +12.3% |
| 1Y | +100.4% | +100.8% | -0.4% | +38.0% |
| All | +100.4% | +98.5% | +1.8% | +38.0% |
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