+14.1%
QCOM vs KEEL
-78.9%
+93.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.0% |
| 3M | +5.2% | -43.8% | +49.0% | +12.5% |
| 6M | -18.4% | -55.2% | +36.8% | -11.4% |
| YTD | +2.4% | -20.9% | +23.3% | +0.7% |
| 1Y | +0.9% | -28.5% | +29.4% | -0.2% |
| 3Y | +48.4% | +66.1% | -17.7% | +10.5% |
| All | +14.1% | -78.9% | +93.0% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling