+113.7%
KLAC vs STRL
+76.3%
+37.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.8% | +1.6% | +5.3% |
| 7D | +5.7% | +3.4% | +2.3% | +4.6% |
| 30D | -3.6% | -9.2% | +5.6% | -0.4% |
| 3M | -12.8% | -51.0% | +38.2% | +8.7% |
| 6M | +26.1% | +15.8% | +10.3% | +15.0% |
| YTD | +53.3% | +58.9% | -5.6% | +21.5% |
| 1Y | +113.7% | +68.5% | +45.2% | +66.1% |
| All | +113.7% | +76.3% | +37.4% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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