+23.0%
QQQ vs KLAC
+93.2%
-70.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.4% |
| 7D | -0.6% | -2.7% | +2.1% | 0.0% |
| 30D | -1.2% | -13.2% | +11.9% | +2.0% |
| 3M | -0.2% | -25.0% | +24.8% | +5.1% |
| 6M | +17.9% | +23.6% | -5.7% | +9.1% |
| YTD | +16.6% | +49.2% | -32.6% | +0.6% |
| 1Y | +23.0% | +89.3% | -66.3% | +0.6% |
| All | +23.0% | +93.2% | -70.2% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling