+274.4%
KLAC vs QSR
+25.8%
+248.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.3% | +1.9% |
| 7D | -2.7% | -4.0% | +1.3% | -2.2% |
| 30D | -13.2% | +2.8% | -15.9% | -13.5% |
| 3M | -25.0% | +5.1% | -30.1% | -25.7% |
| 6M | +23.6% | +8.8% | +14.8% | +20.7% |
| YTD | +49.2% | +14.8% | +34.4% | +43.1% |
| 1Y | +89.3% | +25.7% | +63.6% | +75.9% |
| 3Y | +274.4% | +27.5% | +246.8% | +250.3% |
| All | +274.4% | +25.8% | +248.6% | +250.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling