+470.0%
KLAC vs QCOM
+30.0%
+440.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | +5.7% | +3.3% | +2.4% | +3.3% |
| 30D | -3.6% | +7.7% | -11.3% | -8.6% |
| 3M | -12.8% | -30.1% | +17.2% | +11.1% |
| 6M | +26.1% | +22.8% | +3.2% | +0.2% |
| YTD | +53.3% | +0.2% | +53.1% | +41.2% |
| 1Y | +113.7% | +7.9% | +105.8% | +83.8% |
| 3Y | +274.9% | +55.8% | +219.1% | +142.9% |
| All | +470.0% | +30.0% | +440.0% | +347.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling