+29.2%
KLAC vs STRL
-24.6%
+53.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | -2.1% | -19.8% | +17.8% | +4.8% |
| 30D | -21.8% | -43.6% | +21.8% | -5.8% |
| 3M | -20.5% | -45.2% | +24.7% | -3.9% |
| 6M | -18.0% | -65.7% | +47.8% | +14.6% |
| YTD | +26.4% | -5.4% | +31.8% | +17.2% |
| All | +29.2% | -24.6% | +53.8% | +27.2% |
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 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