+216.5%
QCOM vs KGC
+523.1%
-306.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.0% | +2.5% | +5.2% |
| 7D | +0.4% | +10.5% | -10.1% | -0.9% |
| 30D | -6.6% | -4.1% | -2.6% | -6.2% |
| 3M | +3.7% | -13.1% | +16.8% | +5.1% |
| 6M | -13.3% | -27.5% | +14.2% | -10.4% |
| YTD | -1.8% | -20.7% | +18.9% | +0.1% |
| 1Y | -2.5% | -6.1% | +3.6% | -2.3% |
| 3Y | +47.0% | +318.6% | -271.6% | +26.7% |
| 5Y | +13.1% | +289.9% | -276.8% | -4.0% |
| All | +216.5% | +523.1% | -306.6% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling