+7,330.4%
KLAC vs STX
+9,929.9%
-2,599.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.0% |
| 7D | +10.0% | +14.6% | -4.6% | +4.4% |
| 30D | -14.8% | -26.0% | +11.1% | -4.4% |
| 3M | -27.2% | -42.6% | +15.5% | -10.8% |
| 6M | -17.5% | -35.3% | +17.8% | -3.8% |
| YTD | +25.8% | +92.5% | -66.6% | -4.5% |
| 1Y | +31.8% | +102.4% | -70.6% | -2.1% |
| 3Y | +195.3% | +673.8% | -478.5% | +30.3% |
| 5Y | +285.9% | +463.1% | -177.1% | +88.4% |
| 10Y | +2,247.6% | +2,014.6% | +233.0% | +618.7% |
| All | +7,330.4% | +9,929.9% | -2,599.4% | +922.8% |
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