+74.8%
QCOM vs KEEL
+193.7%
-118.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.5% | -4.3% | +2.3% |
| 7D | +5.1% | +21.5% | -16.4% | +2.6% |
| 30D | +4.3% | -3.9% | +8.1% | +4.2% |
| 3M | -19.6% | -34.1% | +14.5% | -16.7% |
| 6M | +29.5% | +82.8% | -53.4% | +18.5% |
| YTD | +3.4% | +58.7% | -55.4% | -4.9% |
| 1Y | +10.9% | +191.4% | -180.5% | -8.7% |
| 3Y | +74.8% | +205.7% | -131.0% | +39.8% |
| All | +74.8% | +193.7% | -118.9% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling