+7.9%
QCOM vs KEY
+21.3%
-13.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.3% | +2.2% | +1.1% | +2.4% |
| 30D | +7.7% | -3.0% | +10.7% | +8.9% |
| 3M | -30.1% | +3.3% | -33.4% | -31.1% |
| 6M | +22.8% | +9.2% | +13.6% | +17.9% |
| YTD | +0.2% | +10.6% | -10.5% | -4.7% |
| 1Y | +7.9% | +20.4% | -12.5% | -3.1% |
| All | +7.9% | +21.3% | -13.5% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling