+2,381.5%
KLAC vs STRL
+4,073.8%
-1,692.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.9% | +0.3% | +3.6% |
| 7D | +7.5% | +7.1% | +0.4% | +5.4% |
| 30D | -15.3% | -39.4% | +24.1% | -1.5% |
| 3M | -19.6% | -43.0% | +23.4% | -5.1% |
| 6M | -12.5% | -65.0% | +52.5% | +19.5% |
| YTD | +33.0% | -0.8% | +33.8% | +26.0% |
| 1Y | +35.9% | -20.3% | +56.2% | +36.9% |
| 3Y | +208.6% | +356.5% | -147.9% | +74.6% |
| 5Y | +309.5% | +952.8% | -643.4% | +73.9% |
| 10Y | +2,381.5% | +3,877.1% | -1,495.6% | +618.2% |
| All | +2,381.5% | +4,073.8% | -1,692.2% | +618.2% |
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