+8,953.9%
KLAC vs STX
+16,011.1%
-7,057.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.3% | +1.0% | +4.9% |
| 7D | +5.7% | +2.4% | +3.4% | +4.9% |
| 30D | -3.6% | +1.4% | -5.0% | -4.6% |
| 3M | -12.8% | -8.2% | -4.6% | -10.5% |
| 6M | +26.1% | +127.0% | -101.0% | -8.6% |
| YTD | +53.3% | +209.1% | -155.8% | -2.2% |
| 1Y | +113.7% | +365.4% | -251.8% | +15.1% |
| 3Y | +274.9% | +1,135.4% | -860.5% | +38.8% |
| 5Y | +470.1% | +991.5% | -521.4% | +119.0% |
| 10Y | +2,997.0% | +3,695.8% | -698.8% | +667.7% |
| All | +8,953.9% | +16,011.1% | -7,057.2% | +946.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling