+47.0%
QCOM vs KEY
+106.2%
-59.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.5% |
| 3M | +3.7% | -7.1% | +10.8% | +7.1% |
| 6M | -13.3% | -4.4% | -8.9% | -11.9% |
| YTD | -1.8% | +4.0% | -5.8% | -4.0% |
| 1Y | -2.5% | +23.4% | -25.9% | -11.8% |
| 3Y | +47.0% | +113.9% | -66.9% | +13.4% |
| All | +47.0% | +106.2% | -59.3% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling