+50,186.6%
QCOM vs KEY
+648.2%
+49,538.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.3% | +2.2% | +1.1% | +2.7% |
| 30D | +7.7% | -3.0% | +10.7% | +8.6% |
| 3M | -30.1% | +3.3% | -33.4% | -30.8% |
| 6M | +22.8% | +9.2% | +13.6% | +19.6% |
| YTD | +0.2% | +10.6% | -10.5% | -2.9% |
| 1Y | +7.9% | +20.4% | -12.5% | +1.9% |
| 3Y | +55.8% | +121.8% | -66.0% | +22.4% |
| 5Y | +30.1% | +41.1% | -11.1% | +12.0% |
| 10Y | +248.9% | +168.5% | +80.4% | +136.4% |
| All | +50,186.6% | +648.2% | +49,538.5% | +19,150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling