+26.2%
KLAC vs QCOM
-0.4%
+26.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.3% | -9.4% | -6.2% |
| 7D | -5.7% | -5.3% | -0.3% | -3.7% |
| 30D | -27.6% | -4.2% | -23.4% | -26.4% |
| 3M | -23.3% | +7.0% | -30.3% | -26.3% |
| 6M | -12.4% | +3.8% | -16.2% | -12.3% |
| YTD | +23.7% | +2.8% | +20.9% | +21.4% |
| 1Y | +26.2% | +2.3% | +23.9% | +24.6% |
| All | +26.2% | -0.4% | +26.6% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 QCOM 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