+48.4%
QCOM vs KEEL
+53.7%
-5.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -2.0% |
| 7D | +4.3% | -0.5% | +4.8% | +4.3% |
| 30D | -0.1% | -27.1% | +27.0% | +3.5% |
| 3M | +5.2% | -43.8% | +49.0% | +11.6% |
| 6M | -18.4% | -55.2% | +36.8% | -12.1% |
| YTD | +2.4% | -20.9% | +23.3% | +1.8% |
| 1Y | +0.9% | -28.5% | +29.4% | +0.7% |
| 3Y | +48.4% | +66.1% | -17.7% | +34.8% |
| All | +48.4% | +53.7% | -5.3% | +34.8% |
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