+133,280.4%
KLAC vs STT
+6,617.4%
+126,663.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +21.2% | +5.1% | +16.1% | +19.0% |
| 30D | -14.5% | -0.2% | -14.3% | -14.1% |
| 3M | -24.4% | -8.1% | -16.2% | -21.5% |
| 6M | -12.9% | +16.6% | -29.6% | -17.6% |
| YTD | +29.9% | +37.8% | -7.9% | +15.6% |
| 1Y | +31.9% | +46.8% | -14.9% | +14.6% |
| 3Y | +201.5% | +181.2% | +20.4% | +103.4% |
| 5Y | +298.6% | +105.1% | +193.4% | +199.2% |
| 10Y | +2,324.4% | +202.3% | +2,122.0% | +1,417.7% |
| All | +133,280.4% | +6,617.4% | +126,663.0% | +22,814.1% |
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