+827.7%
KLAC vs QS
-43.2%
+870.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.6% |
| 7D | +10.6% | +2.2% | +8.4% | +10.3% |
| 30D | -4.5% | -8.1% | +3.6% | -3.6% |
| 3M | -10.3% | -27.0% | +16.8% | -7.3% |
| 6M | +40.9% | -16.4% | +57.3% | +43.3% |
| YTD | +56.1% | -46.4% | +102.5% | +65.5% |
| 1Y | +109.0% | -41.1% | +150.1% | +117.3% |
| 3Y | +288.8% | -18.6% | +307.5% | +269.8% |
| 5Y | +489.1% | -73.0% | +562.2% | +478.7% |
| All | +827.7% | -43.2% | +870.9% | +888.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling