+113.7%
KLAC vs STT
+75.3%
+38.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.2% | +7.2% |
| 7D | +5.7% | +0.5% | +5.2% | +5.3% |
| 30D | -3.6% | +3.9% | -7.5% | -6.7% |
| 3M | -12.8% | +20.0% | -32.8% | -25.2% |
| 6M | +26.1% | +55.3% | -29.3% | -13.4% |
| YTD | +53.3% | +53.3% | 0.0% | +5.2% |
| 1Y | +113.7% | +74.7% | +39.0% | +36.9% |
| All | +113.7% | +75.3% | +38.3% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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