+433.3%
KLAC vs QSR
+40.5%
+392.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.3% | +1.7% |
| 7D | -2.7% | -4.0% | +1.3% | -1.1% |
| 30D | -13.2% | +2.8% | -15.9% | -14.2% |
| 3M | -25.0% | +5.1% | -30.1% | -27.2% |
| 6M | +23.6% | +8.8% | +14.8% | +17.0% |
| YTD | +49.2% | +14.8% | +34.4% | +36.5% |
| 1Y | +89.3% | +25.7% | +63.6% | +64.0% |
| 3Y | +274.4% | +27.5% | +246.8% | +205.2% |
| All | +433.3% | +40.5% | +392.8% | +274.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling