+267.2%
KLAC vs QID
-73.3%
+340.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.3% | -5.4% | -1.1% |
| 7D | +2.5% | +2.7% | -0.3% | +5.0% |
| 30D | -11.5% | +3.3% | -14.8% | -8.4% |
| 3M | -16.9% | -5.5% | -11.4% | -15.3% |
| 6M | +22.2% | -28.4% | +50.6% | +3.5% |
| YTD | +46.4% | -26.6% | +72.9% | +29.3% |
| 1Y | +91.0% | -34.1% | +125.1% | +59.3% |
| All | +267.2% | -73.3% | +340.4% | +102.0% |
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