+46,613.4%
QCOM vs KEY
+607.0%
+46,006.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.7% | -6.8% | -8.7% |
| 7D | -15.5% | -2.5% | -13.0% | -14.8% |
| 30D | -13.4% | +4.1% | -17.5% | -14.3% |
| 3M | 0.0% | -8.4% | +8.4% | +2.6% |
| 6M | -15.2% | -2.3% | -12.9% | -14.7% |
| YTD | -6.9% | +4.6% | -11.5% | -8.3% |
| 1Y | -11.0% | +24.6% | -35.5% | -16.6% |
| 3Y | +39.8% | +112.8% | -73.0% | +11.4% |
| 5Y | +7.2% | +12.9% | -5.7% | -1.6% |
| 10Y | +207.7% | +126.7% | +81.0% | +118.5% |
| All | +46,613.4% | +607.0% | +46,006.4% | +18,087.2% |
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 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