+109.0%
KLAC vs QCOM
+10.9%
+98.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.3% | +0.5% |
| 7D | +10.6% | +5.1% | +5.5% | +8.2% |
| 30D | -4.5% | +4.3% | -8.8% | -6.3% |
| 3M | -10.3% | -19.6% | +9.4% | -2.4% |
| 6M | +40.9% | +29.5% | +11.4% | +25.2% |
| YTD | +56.1% | +3.4% | +52.7% | +53.7% |
| 1Y | +109.0% | +10.9% | +98.1% | +98.0% |
| All | +109.0% | +10.9% | +98.2% | +98.0% |
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