+221.6%
QCOM vs KEYS
+1,072.8%
-851.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.7% |
| 7D | +3.3% | +2.3% | +1.1% | +2.0% |
| 30D | +7.7% | -2.6% | +10.3% | +9.0% |
| 3M | -30.1% | -4.6% | -25.4% | -28.2% |
| 6M | +22.8% | +8.7% | +14.1% | +16.7% |
| YTD | +0.2% | +61.0% | -60.8% | -26.1% |
| 1Y | +7.9% | +96.0% | -88.1% | -29.7% |
| 3Y | +55.8% | +144.4% | -88.6% | -12.6% |
| 5Y | +30.1% | +80.5% | -50.4% | -13.5% |
| 10Y | +248.9% | +974.9% | -726.0% | +2.7% |
| All | +221.6% | +1,072.8% | -851.2% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling