+2,896.3%
KLAC vs QSR
+135.2%
+2,761.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.3% | +1.7% |
| 7D | -2.7% | -4.0% | +1.3% | -0.9% |
| 30D | -13.2% | +2.8% | -15.9% | -14.4% |
| 3M | -25.0% | +5.1% | -30.1% | -27.5% |
| 6M | +23.6% | +8.8% | +14.8% | +16.7% |
| YTD | +49.2% | +14.8% | +34.4% | +36.4% |
| 1Y | +89.3% | +25.7% | +63.6% | +64.8% |
| 3Y | +274.4% | +27.5% | +246.8% | +215.3% |
| 5Y | +440.9% | +41.3% | +399.7% | +328.9% |
| All | +2,896.3% | +135.2% | +2,761.1% | +1,712.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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