+470.0%
KLAC vs QLD
+121.5%
+348.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.1% |
| 7D | +5.7% | +0.6% | +5.2% | +5.3% |
| 30D | -3.6% | -0.1% | -3.5% | -3.5% |
| 3M | -12.8% | -8.4% | -4.4% | -5.3% |
| 6M | +26.1% | +32.2% | -6.2% | +5.5% |
| YTD | +53.3% | +28.9% | +24.4% | +31.3% |
| 1Y | +113.7% | +43.8% | +69.8% | +69.8% |
| 3Y | +274.9% | +176.6% | +98.3% | +89.3% |
| All | +470.0% | +121.5% | +348.5% | +229.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling