+51.3%
KLAC vs Q
+78.4%
-27.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -4.5% |
| 7D | +6.2% | +6.6% | -0.4% | +1.3% |
| 30D | -5.0% | -6.6% | +1.6% | -0.4% |
| 3M | -14.4% | -13.2% | -1.2% | -2.9% |
| 6M | +28.3% | +9.9% | +18.3% | +27.2% |
| YTD | +51.1% | +53.9% | -2.9% | +28.8% |
| All | +51.3% | +78.4% | -27.1% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling