+6,985.4%
KLAC vs QID
-100.0%
+7,085.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -1.5% |
| 7D | +10.0% | -7.1% | +17.1% | +5.6% |
| 30D | -14.8% | +12.6% | -27.5% | -5.1% |
| 3M | -27.2% | +14.2% | -41.4% | -17.4% |
| 6M | -17.5% | +6.2% | -23.6% | -4.9% |
| YTD | +25.8% | -21.8% | +47.6% | +24.1% |
| 1Y | +31.8% | -23.1% | +55.0% | +29.8% |
| 3Y | +195.3% | -71.3% | +266.6% | +95.6% |
| 5Y | +285.9% | -77.0% | +362.9% | +197.2% |
| 10Y | +2,247.6% | -99.0% | +2,346.6% | +375.8% |
| All | +6,985.4% | -100.0% | +7,085.4% | +217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling