+26.3%
KLAC vs QCOM
+1.9%
+24.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.5% |
| 7D | -2.1% | +5.5% | -7.6% | -3.9% |
| 30D | -21.8% | -1.1% | -20.6% | -21.2% |
| 3M | -20.5% | +7.6% | -28.1% | -23.5% |
| 6M | -18.0% | -20.1% | +2.1% | -11.7% |
| YTD | +26.4% | +3.0% | +23.3% | +23.8% |
| 1Y | +26.3% | +3.2% | +23.0% | +24.0% |
| All | +26.3% | +1.9% | +24.3% | +24.0% |
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