+184.4%
QCOM vs KEEL
+280.1%
-95.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.5% | +0.9% |
| 7D | +4.9% | +2.7% | +2.2% | +4.6% |
| 30D | +9.3% | +4.6% | +4.8% | +8.5% |
| 3M | -7.0% | -34.5% | +27.5% | -4.6% |
| 6M | +32.0% | +59.3% | -27.2% | +24.8% |
| YTD | +5.0% | +46.4% | -41.4% | -0.7% |
| 1Y | +13.6% | +96.6% | -83.0% | +2.6% |
| 3Y | +77.6% | +182.0% | -104.4% | +47.2% |
| 5Y | +38.2% | -38.2% | +76.4% | +17.8% |
| All | +184.4% | +280.1% | -95.7% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling