+288.8%
KLAC vs STT
+203.8%
+85.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.6% |
| 7D | +10.6% | +2.2% | +8.4% | +9.0% |
| 30D | -4.5% | +3.9% | -8.4% | -7.0% |
| 3M | -10.3% | +19.2% | -29.4% | -20.1% |
| 6M | +40.9% | +60.4% | -19.5% | +3.6% |
| YTD | +56.1% | +51.5% | +4.6% | +18.8% |
| 1Y | +109.0% | +76.3% | +32.7% | +45.5% |
| 3Y | +288.8% | +200.7% | +88.1% | +103.6% |
| All | +288.8% | +203.8% | +85.0% | +103.6% |
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