+157,277.0%
KLAC vs STT
+7,372.9%
+149,904.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.2% | +7.3% |
| 7D | +5.7% | +0.5% | +5.2% | +5.5% |
| 30D | -3.6% | +3.9% | -7.5% | -5.0% |
| 3M | -12.8% | +20.0% | -32.8% | -18.7% |
| 6M | +26.1% | +55.3% | -29.3% | +6.6% |
| YTD | +53.3% | +53.3% | 0.0% | +30.3% |
| 1Y | +113.7% | +74.7% | +39.0% | +72.9% |
| 3Y | +274.9% | +205.8% | +69.1% | +143.6% |
| 5Y | +470.1% | +145.0% | +325.1% | +297.6% |
| 10Y | +2,997.0% | +266.0% | +2,731.0% | +1,697.6% |
| All | +157,277.0% | +7,372.9% | +149,904.0% | +25,737.6% |
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 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