+2,896.3%
KLAC vs STX
+3,412.6%
-516.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.7% | +5.7% | +3.9% |
| 7D | -2.7% | -2.3% | -0.4% | -1.7% |
| 30D | -13.2% | -5.5% | -7.7% | -11.3% |
| 3M | -25.0% | -4.3% | -20.7% | -24.7% |
| 6M | +23.6% | +115.6% | -92.0% | -19.5% |
| YTD | +49.2% | +202.2% | -153.0% | -20.5% |
| 1Y | +89.3% | +325.3% | -236.0% | -18.6% |
| 3Y | +274.4% | +1,283.9% | -1,009.6% | -18.4% |
| 5Y | +440.9% | +1,048.3% | -607.4% | +27.2% |
| All | +2,896.3% | +3,412.6% | -516.3% | +331.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 10y: compounded portfolio wealth divided by compounded STX 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…
10y analysis · Full analysis span regression · 6 months rolling