+270.8%
KLAC vs QLD
+178.0%
+92.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.0% |
| 7D | +5.7% | +0.6% | +5.2% | +5.2% |
| 30D | -3.6% | -0.1% | -3.5% | -3.5% |
| 3M | -12.8% | -8.4% | -4.4% | -4.4% |
| 6M | +26.1% | +32.2% | -6.2% | +2.7% |
| YTD | +53.3% | +28.9% | +24.4% | +28.1% |
| 1Y | +113.7% | +43.8% | +69.8% | +64.0% |
| All | +270.8% | +178.0% | +92.9% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling