+2,288.0%
KLAC vs QCOM
+235.2%
+2,052.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.3% |
| 7D | -2.1% | +5.5% | -7.6% | -5.1% |
| 30D | -21.8% | -1.1% | -20.6% | -21.1% |
| 3M | -20.5% | +7.6% | -28.1% | -25.3% |
| 6M | -18.0% | -20.1% | +2.1% | -8.8% |
| YTD | +26.4% | +3.0% | +23.3% | +14.1% |
| 1Y | +26.3% | +3.2% | +23.0% | +13.9% |
| 3Y | +193.3% | +48.9% | +144.4% | +105.9% |
| 5Y | +297.2% | +21.1% | +276.1% | +215.1% |
| 10Y | +2,288.0% | +242.8% | +2,045.2% | +938.1% |
| All | +2,288.0% | +235.2% | +2,052.8% | +938.1% |
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