+100.4%
KLAC vs STT
+76.7%
+23.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +6.2% | +1.0% | +5.2% | +5.2% |
| 30D | -5.0% | +2.8% | -7.8% | -7.3% |
| 3M | -14.4% | +18.1% | -32.5% | -25.8% |
| 6M | +28.3% | +59.2% | -30.9% | -14.3% |
| YTD | +51.1% | +51.5% | -0.4% | +3.9% |
| 1Y | +100.4% | +75.7% | +24.7% | +28.5% |
| All | +100.4% | +76.7% | +23.7% | +28.5% |
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