+274.4%
KLAC vs QXO
-47.1%
+321.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -12.9% |
| 3M | -25.0% | -25.8% | +0.7% | -24.6% |
| 6M | +23.6% | -41.7% | +65.3% | +24.5% |
| YTD | +49.2% | -36.2% | +85.4% | +50.2% |
| 1Y | +89.3% | -42.1% | +131.4% | +90.6% |
| 3Y | +274.4% | -46.2% | +320.5% | +275.6% |
| All | +274.4% | -47.1% | +321.4% | +275.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling