+129,625.8%
KLAC vs STT
+6,537.0%
+123,088.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | -2.1% | +1.1% | -3.2% | -2.2% |
| 30D | -21.8% | -1.9% | -19.9% | -20.9% |
| 3M | -20.5% | -7.6% | -13.0% | -17.8% |
| 6M | -18.0% | +16.0% | -33.9% | -22.2% |
| YTD | +26.4% | +36.2% | -9.8% | +12.9% |
| 1Y | +26.3% | +46.8% | -20.5% | +9.7% |
| 3Y | +193.3% | +177.8% | +15.5% | +98.7% |
| 5Y | +297.2% | +105.8% | +191.4% | +197.8% |
| 10Y | +2,288.0% | +197.6% | +2,090.4% | +1,403.5% |
| All | +129,625.8% | +6,537.0% | +123,088.8% | +22,286.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling