-2.5%
QCOM vs KEY
+24.1%
-26.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.8% |
| 7D | +0.4% | -1.3% | +1.7% | +1.1% |
| 30D | -6.6% | +5.1% | -11.8% | -8.1% |
| 3M | +3.7% | -7.1% | +10.8% | +6.7% |
| 6M | -13.3% | -4.4% | -8.9% | -12.0% |
| YTD | -1.8% | +4.0% | -5.8% | -5.1% |
| 1Y | -2.5% | +23.4% | -25.9% | -12.3% |
| All | -2.5% | +24.1% | -26.6% | -12.3% |
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