+3,041.8%
KLAC vs QCOM
+267.6%
+2,774.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.3% | -0.3% |
| 7D | +10.6% | +5.1% | +5.5% | +7.0% |
| 30D | -4.5% | +4.3% | -8.8% | -7.2% |
| 3M | -10.3% | -19.6% | +9.4% | +3.3% |
| 6M | +40.9% | +29.5% | +11.4% | +11.0% |
| YTD | +56.1% | +3.4% | +52.7% | +42.6% |
| 1Y | +109.0% | +10.9% | +98.1% | +80.4% |
| 3Y | +288.8% | +74.8% | +214.1% | +148.9% |
| 5Y | +489.1% | +36.2% | +453.0% | +339.0% |
| 10Y | +3,041.8% | +263.7% | +2,778.0% | +1,283.5% |
| All | +3,041.8% | +267.6% | +2,774.2% | +1,283.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling