+102,090.6%
KLAC vs STZ
+11,030.9%
+91,059.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | +10.0% | +2.6% | +7.4% | +9.3% |
| 30D | -14.8% | +15.2% | -30.0% | -18.5% |
| 3M | -27.2% | +7.6% | -34.8% | -29.4% |
| 6M | -17.5% | +5.3% | -22.7% | -19.9% |
| YTD | +25.8% | +8.6% | +17.2% | +19.9% |
| 1Y | +31.8% | +15.6% | +16.3% | +23.2% |
| 3Y | +195.3% | -35.2% | +230.5% | +219.6% |
| 5Y | +285.9% | -29.1% | +315.0% | +306.3% |
| 10Y | +2,247.6% | +12.9% | +2,234.7% | +2,038.7% |
| All | +102,090.6% | +11,030.9% | +91,059.7% | +28,073.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling