+3,180.6%
KLAC vs QSR
+206.0%
+2,974.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.6% |
| 7D | +6.2% | -2.4% | +8.5% | +7.2% |
| 30D | -5.0% | +5.7% | -10.7% | -7.3% |
| 3M | -14.4% | +6.9% | -21.3% | -17.5% |
| 6M | +28.3% | +6.9% | +21.4% | +22.8% |
| YTD | +51.1% | +14.9% | +36.2% | +39.4% |
| 1Y | +100.4% | +29.1% | +71.3% | +75.0% |
| 3Y | +276.3% | +26.1% | +250.2% | +225.4% |
| 5Y | +452.1% | +42.3% | +409.7% | +350.0% |
| 10Y | +2,986.0% | +134.0% | +2,852.0% | +1,926.8% |
| All | +3,180.6% | +206.0% | +2,974.7% | +1,955.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling