+2,323.7%
KLAC vs STRL
+3,816.9%
-1,493.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +21.2% | +23.4% | -2.2% | +13.3% |
| 30D | -14.5% | -39.5% | +25.0% | -0.5% |
| 3M | -24.4% | -45.1% | +20.7% | -9.7% |
| 6M | -12.9% | -64.6% | +51.6% | +18.5% |
| YTD | +29.9% | -1.5% | +31.4% | +23.4% |
| 1Y | +31.9% | -20.8% | +52.7% | +33.1% |
| 3Y | +201.5% | +353.1% | -151.6% | +71.0% |
| 5Y | +298.6% | +942.9% | -644.3% | +69.8% |
| All | +2,323.7% | +3,816.9% | -1,493.2% | +605.6% |
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