+31.9%
KLAC vs STZ
+12.7%
+19.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.2% |
| 7D | +21.2% | 0.0% | +21.2% | +21.1% |
| 30D | -14.5% | +14.7% | -29.2% | -10.6% |
| 3M | -24.4% | +8.8% | -33.2% | -21.0% |
| 6M | -12.9% | +3.1% | -16.0% | -9.2% |
| YTD | +29.9% | +7.9% | +22.0% | +32.2% |
| 1Y | +31.9% | +14.2% | +17.7% | +37.3% |
| All | +31.9% | +12.7% | +19.2% | +37.3% |
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