+111,150.1%
KLAC vs QCOM
+52,093.9%
+59,056.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.5% | +1.2% | +4.2% |
| 7D | -12.3% | +0.4% | -12.7% | -12.3% |
| 30D | -29.6% | -6.6% | -23.0% | -27.4% |
| 3M | -28.2% | +3.7% | -31.9% | -29.9% |
| 6M | -23.6% | -13.3% | -10.3% | -20.2% |
| YTD | +14.4% | -1.8% | +16.2% | +11.0% |
| 1Y | +15.4% | -2.5% | +17.9% | +12.4% |
| 3Y | +184.3% | +47.0% | +137.3% | +134.7% |
| 5Y | +248.9% | +13.1% | +235.8% | +224.4% |
| 10Y | +2,076.9% | +224.7% | +1,852.3% | +1,183.8% |
| All | +111,150.1% | +52,093.9% | +59,056.2% | +13,088.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling