+103,742.2%
KLAC vs STRL
+11,526.8%
+92,215.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +15.0% | -5.7% | +8.2% |
| 7D | -1.1% | -13.3% | +12.2% | -0.1% |
| 30D | -22.6% | -43.3% | +20.7% | -19.3% |
| 3M | -23.5% | -46.9% | +23.4% | -19.9% |
| 6M | -18.8% | -65.6% | +46.8% | -12.3% |
| YTD | +25.0% | -5.1% | +30.1% | +25.3% |
| 1Y | +27.5% | -23.1% | +50.6% | +29.4% |
| 3Y | +206.1% | +346.8% | -140.7% | +177.4% |
| 5Y | +281.0% | +907.2% | -626.2% | +228.9% |
| 10Y | +2,249.0% | +3,988.2% | -1,739.2% | +1,773.7% |
| All | +103,742.2% | +11,526.8% | +92,215.4% | +73,337.6% |
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