+171.3%
QCOM vs KEEL
+283.4%
-112.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.2% |
| 7D | +3.3% | +7.8% | -4.4% | +2.6% |
| 30D | +7.7% | -11.7% | +19.4% | +8.4% |
| 3M | -30.1% | -41.5% | +11.4% | -27.5% |
| 6M | +22.8% | +54.9% | -32.1% | +16.4% |
| YTD | +0.2% | +47.7% | -47.5% | -5.3% |
| 1Y | +7.9% | +177.6% | -169.7% | -5.6% |
| 3Y | +55.8% | +164.9% | -109.1% | +29.8% |
| 5Y | +30.1% | -45.9% | +75.9% | +11.3% |
| All | +171.3% | +283.4% | -112.1% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling