+2,323.7%
KLAC vs STT
+198.7%
+2,125.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +21.2% | +5.1% | +16.1% | +17.9% |
| 30D | -14.5% | -0.2% | -14.3% | -14.0% |
| 3M | -24.4% | -8.1% | -16.2% | -20.2% |
| 6M | -12.9% | +16.6% | -29.6% | -19.8% |
| YTD | +29.9% | +37.8% | -7.9% | +9.1% |
| 1Y | +31.9% | +46.8% | -14.9% | +6.9% |
| 3Y | +201.5% | +181.2% | +20.4% | +68.2% |
| 5Y | +298.6% | +105.1% | +193.4% | +155.8% |
| All | +2,323.7% | +198.7% | +2,125.0% | +1,174.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling