+127,216.2%
KLAC vs STRL
+19,359.6%
+107,856.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.8% | +1.6% | +6.9% |
| 7D | +5.7% | +3.4% | +2.3% | +5.5% |
| 30D | -3.6% | -9.2% | +5.6% | -2.9% |
| 3M | -12.8% | -51.0% | +38.2% | -8.2% |
| 6M | +26.1% | +15.8% | +10.3% | +24.2% |
| YTD | +53.3% | +58.9% | -5.6% | +48.0% |
| 1Y | +113.7% | +68.5% | +45.2% | +105.2% |
| 3Y | +274.9% | +485.2% | -210.3% | +231.4% |
| 5Y | +470.1% | +2,005.1% | -1,535.0% | +368.7% |
| 10Y | +2,997.0% | +7,118.0% | -4,120.9% | +2,273.3% |
| All | +127,216.2% | +19,359.6% | +107,856.6% | +86,643.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling