+26.2%
KLAC vs STZ
+14.7%
+11.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.3% | -9.4% | -2.4% |
| 7D | -5.7% | +13.0% | -18.6% | -1.7% |
| 30D | -27.6% | +29.4% | -57.0% | -22.3% |
| 3M | -23.3% | +11.6% | -34.9% | -19.5% |
| 6M | -12.4% | -0.2% | -12.1% | -8.6% |
| YTD | +23.7% | +8.6% | +15.2% | +26.1% |
| 1Y | +26.2% | +15.9% | +10.3% | +32.2% |
| All | +26.2% | +14.7% | +11.5% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling