+288.8%
KLAC vs STM
+20.8%
+268.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | +10.6% | +5.2% | +5.4% | +7.5% |
| 30D | -4.5% | -7.4% | +2.9% | -0.3% |
| 3M | -10.3% | -30.6% | +20.4% | +9.5% |
| 6M | +40.9% | +66.4% | -25.5% | +6.8% |
| YTD | +56.1% | +101.1% | -45.0% | +6.3% |
| 1Y | +109.0% | +97.4% | +11.7% | +41.9% |
| 3Y | +288.8% | +21.1% | +267.7% | +228.4% |
| All | +288.8% | +20.8% | +268.0% | +228.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling