+31.8%
KLAC vs QCOM
-0.3%
+32.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.5% | -2.0% |
| 7D | +10.0% | +4.3% | +5.7% | +8.1% |
| 30D | -14.8% | -0.1% | -14.7% | -14.5% |
| 3M | -27.2% | +5.2% | -32.4% | -29.2% |
| 6M | -17.5% | -18.4% | +0.9% | -11.1% |
| YTD | +25.8% | +2.4% | +23.4% | +24.0% |
| 1Y | +31.8% | +0.9% | +30.9% | +31.7% |
| All | +31.8% | -0.3% | +32.1% | +31.7% |
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