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Funds (13F)

King Luther Capital Management Corp

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+12.5%
S&P 500 +14.1%
Last 12 months
+11.4%
S&P 500 +12.1%
Sharpe ratio
0.69
S&P 500 0.78
Biggest drop
−31.0%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$47.3k
StrategyS&P 500 $10,000 in King Luther Capital Management Corp from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies King Luther Capital Management Corp's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

King Luther Capital Management Corp's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+12.5%+14.1%
Total return+373%+470%
Last 12 months+11.4%+12.1%
Last 3 months+3.0%—
Last month+1.9%—
This year so far+10.6%—
Volatility a year16.1%16.0%
Sharpe ratio0.690.78
Biggest drop−31.0%−31.8%
Beta to the S&P 5000.981.00
Alpha a year (t-statistic)−1.2% (−1.18)—
Share of weeks up59%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
AAPL7.1%——
NVDA5.8%——
DSGR5.7%——
MSFT4.7%——
GOOGL3.7%——
AMZN3.5%——
AVGO2.7%——
JPM2.4%——
HD1.8%——
BAC1.8%——
MLM1.7%——
TMO1.5%——
TDY1.5%——
V1.4%——
PANW1.3%——
KO1.3%——
CTAS1.3%——
EMR1.2%——
LLY1.1%——
ECL1.1%——
AXP1.0%——
UNP1.0%——
ORCL1.0%——
JNJ1.0%——
COP0.9%——
DVN0.9%——
DHR0.9%——
KEX0.9%——
ORLY0.9%——
VMI0.9%——
ABBV0.9%——
CFR0.8%——
TRMB0.8%——
NFLX0.8%——
AMGN0.8%——
CVX0.8%——
WCN0.7%——
PG0.7%——
WPM0.7%——
WMT0.7%——
ROK0.7%——
MRK0.6%——
GNRC0.6%——
ETN0.6%——
SYK0.6%——
GS0.6%——
TDG0.6%——
PH0.5%——
FTNT0.5%——
XYL0.5%——
RTX0.5%——
MCO0.5%——
META0.5%——
FTAI0.5%——
CL0.5%——
CCJ0.5%——
FELE0.5%——
PEP0.5%——
HON0.5%——
ABT0.5%——
HONA0.4%——
ALC0.4%——
PR0.4%——
TTC0.4%——
KMI0.4%——
QCOM0.4%——
SHW0.3%——
LHX0.3%——
CSCO0.3%——
MA0.3%——
CEG0.3%——
ASO0.3%——
TSCO0.3%——
COST0.3%——
IEX0.3%——
PFE0.3%——
WM0.3%——
ROP0.3%——
URI0.2%——
AMD0.2%——
CDNS0.2%——
BWXT0.2%——
KMB0.2%——
RS0.2%——
RRC0.2%——
WSO0.2%——
TSEM0.2%——
EOG0.2%——
T0.2%——
CAT0.2%——
AMAT0.2%——
FITB0.2%——
TXO0.2%——
MCK0.2%——
LRCX0.2%——
GRC0.2%——
ITT0.2%——
BMY0.1%——
ITW0.1%——
ZTS0.1%——
AME0.1%——
VRT0.1%——
NTNX0.1%——
AMT0.1%——
SCHW0.1%——
CTVA0.1%——
AJG0.1%——
TFC0.1%——
CRM0.1%——
FANG0.1%——
MRCY0.1%——
TWLO0.1%——
APD0.1%——
VLTO0.1%——
BTSG0.1%——
ADBE0.1%——
ALL0.1%——
DLTR0.1%——
DXPE0.1%——
TXN0.1%——
FCFS0.1%——
MAR0.1%——
TSLA0.1%——
DIS0.1%——
EXE0.1%——
ICE0.1%——
MU0.1%——
FTV0.1%——
RSG0.1%——
C0.1%——
CWEN0.1%——
PYPL0.1%——
LITE0.1%——
ROG0.1%——
MAT0.1%——
NEOG0.1%——
TTEK0.1%——
VRSK0.1%——
AKAM0.1%——
MTRN0.1%——
DXCM0.1%——
TYL0.1%——
WRBY0.1%——
NATL0.1%——
Q0.1%——
ADP0.1%——
USB0.1%——
TRNS0.1%——
BKNG0.1%——
DE0.1%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+12.5%+14.1%0.690.78−31.0%0.98−1.2% (−1.18)
2018 onwards5 Jan 2018 to 2 Nov 2026+11.9%+13.9%0.560.66−31.0%0.97−1.4% (−1.10)
Last three years3 Nov 2023 to 2 Nov 2026+16.2%+21.8%0.851.16−18.1%0.90−3.1% (−1.18)
Last year7 Nov 2025 to 2 Nov 2026+13.6%+14.2%0.880.84−9.3%0.75+1.8% (0.32)
DateCompanyAction
14 Aug 2026WDAYBought
14 Aug 2026VSTBought
14 Aug 2026VISNBought
14 Aug 2026UTIBought
14 Aug 2026UBSBought
14 Aug 2026TKRBought
14 Aug 2026TERBought
14 Aug 2026SPCXBought
14 Aug 2026SMABought
14 Aug 2026PRMBought
14 Aug 2026PRIMBought
14 Aug 2026MRVLBought
14 Aug 2026LUVBought
14 Aug 2026HONABought
14 Aug 2026HONBought
14 Aug 2026HEIBought
14 Aug 2026FWONKBought
14 Aug 2026ENTGBought
14 Aug 2026DLTRBought
14 Aug 2026DELLBought
14 Aug 2026CVSBought
14 Aug 2026CMCBought
14 Aug 2026CHRWBought
14 Aug 2026BWINBought
14 Aug 2026BKRBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026ZBHSold
14 Aug 2026YEXTSold
14 Aug 2026WFRDSold
14 Aug 2026WAYSold
14 Aug 2026UPWKSold
14 Aug 2026TTDSold
14 Aug 2026SLABSold
14 Aug 2026PPGSold
14 Aug 2026MPCSold
14 Aug 2026KNSLSold
14 Aug 2026GBXSold
14 Aug 2026EVRGSold
14 Aug 2026CIGISold
14 Aug 2026CHTRSold
14 Aug 2026BLDRSold
14 Aug 2026APASold
15 May 2026ZWSSold
15 May 2026WTMSold
15 May 2026WHRSold
15 May 2026SOLVSold
15 May 2026RXRXSold
15 May 2026RAMPSold
15 May 2026PAASold
15 May 2026OWLSold
15 May 2026OTISSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest