+206.1%
KLAC vs STRL
+337.2%
-131.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +15.0% | -5.7% | +3.8% |
| 7D | -1.1% | -13.3% | +12.2% | +3.1% |
| 30D | -22.6% | -43.3% | +20.7% | -6.3% |
| 3M | -23.5% | -46.9% | +23.4% | -5.8% |
| 6M | -18.8% | -65.6% | +46.8% | +15.2% |
| YTD | +25.0% | -5.1% | +30.1% | +18.1% |
| 1Y | +27.5% | -23.1% | +50.6% | +29.0% |
| 3Y | +206.1% | +346.8% | -140.7% | +70.1% |
| All | +206.1% | +337.2% | -131.0% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling