+769.7%
KLAC vs QS
-47.4%
+817.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.4% | -3.0% |
| 7D | +2.5% | -5.0% | +7.4% | +3.0% |
| 30D | -11.5% | -18.3% | +6.8% | -9.6% |
| 3M | -16.9% | -26.0% | +9.1% | -14.2% |
| 6M | +22.2% | -24.0% | +46.3% | +25.6% |
| YTD | +46.4% | -50.3% | +96.6% | +56.4% |
| 1Y | +91.0% | -38.0% | +129.0% | +98.1% |
| 3Y | +264.6% | -24.6% | +289.2% | +249.6% |
| 5Y | +430.6% | -75.4% | +506.0% | +425.6% |
| All | +769.7% | -47.4% | +817.1% | +834.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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