+250.3%
QCOM vs KEY
+168.7%
+81.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.3% | +2.2% | +1.1% | +2.5% |
| 30D | +7.7% | -3.0% | +10.7% | +8.8% |
| 3M | -30.1% | +3.3% | -33.4% | -31.0% |
| 6M | +22.8% | +9.2% | +13.6% | +18.7% |
| YTD | +0.2% | +10.6% | -10.5% | -3.8% |
| 1Y | +7.9% | +20.4% | -12.5% | +0.2% |
| 3Y | +55.8% | +121.8% | -66.0% | +14.3% |
| 5Y | +30.1% | +41.1% | -11.1% | +7.9% |
| All | +250.3% | +168.7% | +81.6% | +127.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling