+195.3%
KLAC vs QID
-71.4%
+266.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -0.8% |
| 7D | +10.0% | -7.1% | +17.1% | +3.8% |
| 30D | -14.8% | +12.6% | -27.5% | -1.6% |
| 3M | -27.2% | +14.2% | -41.4% | -13.8% |
| 6M | -17.5% | +6.2% | -23.6% | -1.0% |
| YTD | +25.8% | -21.8% | +47.6% | +22.7% |
| 1Y | +31.8% | -23.1% | +55.0% | +28.1% |
| 3Y | +195.3% | -71.3% | +266.6% | +64.9% |
| All | +195.3% | -71.4% | +266.7% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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