+2,986.0%
KLAC vs STRL
+7,055.3%
-4,069.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.8% |
| 7D | +6.2% | +8.2% | -2.0% | +3.7% |
| 30D | -5.0% | -6.3% | +1.3% | -3.1% |
| 3M | -14.4% | -41.2% | +26.8% | +0.4% |
| 6M | +28.3% | +20.4% | +7.9% | +15.6% |
| YTD | +51.1% | +61.7% | -10.6% | +24.4% |
| 1Y | +100.4% | +72.7% | +27.7% | +60.0% |
| 3Y | +276.3% | +530.9% | -254.6% | +94.0% |
| 5Y | +452.1% | +2,125.4% | -1,673.3% | +93.3% |
| 10Y | +2,986.0% | +7,301.3% | -4,315.4% | +676.5% |
| All | +2,986.0% | +7,055.3% | -4,069.4% | +676.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling