+489.1%
KLAC vs STRL
+2,093.0%
-1,603.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +0.7% |
| 7D | +10.6% | +10.1% | +0.5% | +6.9% |
| 30D | -4.5% | -8.2% | +3.7% | -1.6% |
| 3M | -10.3% | -43.7% | +33.4% | +8.9% |
| 6M | +40.9% | +27.1% | +13.8% | +21.7% |
| YTD | +56.1% | +64.0% | -7.9% | +22.6% |
| 1Y | +109.0% | +75.2% | +33.9% | +57.8% |
| 3Y | +288.8% | +539.9% | -251.1% | +67.8% |
| 5Y | +489.1% | +2,133.0% | -1,643.8% | +33.8% |
| All | +489.1% | +2,093.0% | -1,603.9% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling