+209.9%
KLAC vs QQQI
+57.7%
+152.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +0.1% |
| 7D | -2.7% | -0.3% | -2.3% | -1.9% |
| 30D | -13.2% | -0.3% | -12.9% | -12.5% |
| 3M | -25.0% | +1.3% | -26.4% | -24.9% |
| 6M | +23.6% | +11.5% | +12.1% | +4.8% |
| YTD | +49.2% | +11.3% | +37.9% | +28.2% |
| 1Y | +89.3% | +16.9% | +72.4% | +49.9% |
| All | +209.9% | +57.7% | +152.2% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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