+2,896.3%
KLAC vs QXO
+34.5%
+2,861.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -2.7% | -7.8% | +5.1% | -2.5% |
| 30D | -13.2% | -18.1% | +4.9% | -12.8% |
| 3M | -25.0% | -25.8% | +0.7% | -24.5% |
| 6M | +23.6% | -41.7% | +65.3% | +25.0% |
| YTD | +49.2% | -36.2% | +85.4% | +50.6% |
| 1Y | +89.3% | -42.1% | +131.4% | +91.3% |
| 3Y | +274.4% | -46.2% | +320.5% | +260.4% |
| 5Y | +440.9% | -70.7% | +511.7% | +420.7% |
| All | +2,896.3% | +34.5% | +2,861.8% | +2,686.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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