+2,896.3%
KLAC vs STZ
-11.3%
+2,907.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.4% |
| 7D | -2.7% | -4.5% | +1.8% | -1.1% |
| 30D | -13.2% | -8.6% | -4.6% | -10.5% |
| 3M | -25.0% | -13.8% | -11.2% | -21.3% |
| 6M | +23.6% | -17.2% | +40.8% | +30.9% |
| YTD | +49.2% | -9.4% | +58.6% | +50.2% |
| 1Y | +89.3% | -11.9% | +101.2% | +91.7% |
| 3Y | +274.4% | -49.6% | +324.0% | +374.9% |
| 5Y | +440.9% | -37.2% | +478.1% | +509.0% |
| All | +2,896.3% | -11.3% | +2,907.6% | +2,671.7% |
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