+91.0%
KLAC vs STZ
-12.7%
+103.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -2.8% |
| 7D | +2.5% | -4.1% | +6.5% | +1.9% |
| 30D | -11.5% | -7.6% | -3.9% | -12.4% |
| 3M | -16.9% | -12.3% | -4.7% | -18.0% |
| 6M | +22.2% | -16.3% | +38.5% | +20.3% |
| YTD | +46.4% | -8.4% | +54.7% | +43.1% |
| 1Y | +91.0% | -10.8% | +101.8% | +87.8% |
| All | +91.0% | -12.7% | +103.7% | +87.8% |
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