+558.6%
QQQ vs KLAC
+2,966.2%
-2,407.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.1% |
| 7D | -0.6% | -2.7% | +2.1% | +0.4% |
| 30D | -1.2% | -13.2% | +11.9% | +4.0% |
| 3M | -0.2% | -25.0% | +24.8% | +8.6% |
| 6M | +17.9% | +23.6% | -5.7% | +3.1% |
| YTD | +16.6% | +49.2% | -32.6% | -7.5% |
| 1Y | +23.0% | +89.3% | -66.3% | -12.6% |
| 3Y | +92.9% | +274.4% | -181.4% | -3.2% |
| 5Y | +95.6% | +440.9% | -345.3% | -19.5% |
| All | +558.6% | +2,966.2% | -2,407.7% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KLAC.
Daily Out/Under-Performance
Portfolio return minus KLAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KLAC 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 KLAC 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