+1,569.6%
QQQ vs KLAC
+13,085.7%
-11,516.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.8% |
| 7D | +1.5% | +10.6% | -9.1% | -2.8% |
| 30D | -0.6% | -4.5% | +3.9% | +0.8% |
| 3M | +0.4% | -10.3% | +10.7% | +1.6% |
| 6M | +20.1% | +40.9% | -20.8% | -0.8% |
| YTD | +17.2% | +56.1% | -38.9% | -8.8% |
| 1Y | +24.7% | +109.0% | -84.3% | -14.9% |
| 3Y | +96.2% | +288.8% | -192.7% | -2.1% |
| 5Y | +94.4% | +489.1% | -394.8% | -21.5% |
| 10Y | +556.7% | +3,041.8% | -2,485.1% | +18.7% |
| All | +1,569.6% | +13,085.7% | -11,516.2% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling