+489.1%
KLAC vs STM
+20.9%
+468.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | +10.6% | +5.2% | +5.4% | +7.1% |
| 30D | -4.5% | -7.4% | +2.9% | +0.2% |
| 3M | -10.3% | -30.6% | +20.4% | +12.0% |
| 6M | +40.9% | +66.4% | -25.5% | 0.0% |
| YTD | +56.1% | +101.1% | -45.0% | -2.6% |
| 1Y | +109.0% | +97.4% | +11.7% | +29.8% |
| 3Y | +288.8% | +21.1% | +267.7% | +214.5% |
| 5Y | +489.1% | +22.5% | +466.7% | +364.1% |
| All | +489.1% | +20.9% | +468.2% | +364.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling