+452.1%
KLAC vs STX
+1,117.9%
-665.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.1% |
| 7D | +6.2% | +9.6% | -3.4% | +1.2% |
| 30D | -5.0% | +10.6% | -15.6% | -10.5% |
| 3M | -14.4% | +4.8% | -19.2% | -17.8% |
| 6M | +28.3% | +137.3% | -109.0% | -20.9% |
| YTD | +51.1% | +222.5% | -171.4% | -23.1% |
| 1Y | +100.4% | +366.2% | -265.8% | -20.4% |
| 3Y | +276.3% | +1,352.9% | -1,076.6% | -29.0% |
| 5Y | +452.1% | +1,077.4% | -625.4% | +18.1% |
| All | +452.1% | +1,117.9% | -665.8% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling