+2,838.9%
KLAC vs STZ
-10.3%
+2,849.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.8% |
| 7D | +2.5% | -4.1% | +6.5% | +3.9% |
| 30D | -11.5% | -7.6% | -3.9% | -9.2% |
| 3M | -16.9% | -12.3% | -4.7% | -13.4% |
| 6M | +22.2% | -16.3% | +38.5% | +28.9% |
| YTD | +46.4% | -8.4% | +54.7% | +46.7% |
| 1Y | +91.0% | -10.8% | +101.8% | +92.6% |
| 3Y | +264.6% | -49.0% | +313.5% | +360.3% |
| 5Y | +430.6% | -36.5% | +467.1% | +494.9% |
| All | +2,838.9% | -10.3% | +2,849.3% | +2,607.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling