+70.4%
QCOM vs KEYS
+148.6%
-78.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.7% |
| 7D | +4.4% | +2.9% | +1.4% | +2.7% |
| 30D | +9.4% | -1.3% | +10.7% | +9.7% |
| 3M | -13.7% | -0.1% | -13.5% | -13.7% |
| 6M | +28.9% | +17.4% | +11.5% | +19.1% |
| YTD | +4.7% | +62.9% | -58.2% | -21.6% |
| 1Y | +13.5% | +95.7% | -82.3% | -24.9% |
| All | +70.4% | +148.6% | -78.2% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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