+489.1%
KLAC vs STZ
-36.5%
+525.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.6% | +7.4% | +3.1% |
| 7D | +10.6% | -7.4% | +18.0% | +12.4% |
| 30D | -4.5% | -10.9% | +6.4% | -2.2% |
| 3M | -10.3% | -13.4% | +3.2% | -7.6% |
| 6M | +40.9% | -16.2% | +57.1% | +45.6% |
| YTD | +56.1% | -10.4% | +66.6% | +55.9% |
| 1Y | +109.0% | -14.8% | +123.8% | +111.7% |
| 3Y | +288.8% | -50.1% | +339.0% | +374.1% |
| 5Y | +489.1% | -38.8% | +527.9% | +514.9% |
| All | +489.1% | -36.5% | +525.7% | +514.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling