+2,986.0%
KLAC vs STT
+262.1%
+2,723.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +6.2% | +1.0% | +5.2% | +5.6% |
| 30D | -5.0% | +2.8% | -7.8% | -6.5% |
| 3M | -14.4% | +18.1% | -32.5% | -22.1% |
| 6M | +28.3% | +59.2% | -30.9% | -1.2% |
| YTD | +51.1% | +51.5% | -0.4% | +19.7% |
| 1Y | +100.4% | +75.7% | +24.7% | +46.2% |
| 3Y | +276.3% | +200.8% | +75.6% | +101.2% |
| 5Y | +452.1% | +155.8% | +296.3% | +212.1% |
| 10Y | +2,986.0% | +266.4% | +2,719.6% | +1,333.8% |
| All | +2,986.0% | +262.1% | +2,723.9% | +1,333.8% |
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