+2,047.5%
KLAC vs QLD
+1,375.1%
+672.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.5% | +4.1% | +4.8% |
| 7D | -12.3% | -10.3% | -2.0% | -4.9% |
| 30D | -29.6% | -26.1% | -3.6% | -12.2% |
| 3M | -28.2% | -17.8% | -10.5% | -17.1% |
| 6M | -23.6% | -15.6% | -8.0% | -11.4% |
| YTD | +14.4% | +5.4% | +9.0% | +14.2% |
| 1Y | +15.4% | +5.2% | +10.2% | +15.3% |
| 3Y | +184.3% | +139.4% | +44.9% | +61.0% |
| 5Y | +248.9% | +66.7% | +182.2% | +136.4% |
| All | +2,047.5% | +1,375.1% | +672.4% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling