+193.3%
KLAC vs STT
+180.5%
+12.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.7% |
| 7D | -2.1% | +1.1% | -3.2% | -2.4% |
| 30D | -21.8% | -1.9% | -19.9% | -20.3% |
| 3M | -20.5% | -7.6% | -13.0% | -15.7% |
| 6M | -18.0% | +16.0% | -33.9% | -25.1% |
| YTD | +26.4% | +36.2% | -9.8% | +3.6% |
| 1Y | +26.3% | +46.8% | -20.5% | -1.0% |
| 3Y | +193.3% | +177.8% | +15.5% | +61.9% |
| All | +193.3% | +180.5% | +12.8% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling