+124,418.0%
KLAC vs STZ
+9,621.1%
+114,796.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +7.5% |
| 7D | +5.7% | -1.9% | +7.7% | +6.3% |
| 30D | -3.6% | -1.9% | -1.7% | -3.3% |
| 3M | -12.8% | -6.2% | -6.6% | -11.8% |
| 6M | +26.1% | -14.0% | +40.1% | +30.3% |
| YTD | +53.3% | -5.1% | +58.4% | +53.0% |
| 1Y | +113.7% | -9.6% | +123.2% | +115.4% |
| 3Y | +274.9% | -47.2% | +322.1% | +333.3% |
| 5Y | +470.1% | -33.6% | +503.7% | +516.3% |
| 10Y | +2,997.0% | -9.8% | +3,006.8% | +2,919.8% |
| All | +124,418.0% | +9,621.1% | +114,796.9% | +35,867.0% |
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