+14.1%
QCOM vs KGC
+226.6%
-212.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.9% | -2.7% |
| 7D | +4.3% | -6.7% | +10.9% | +5.8% |
| 30D | -0.1% | -6.7% | +6.6% | +1.3% |
| 3M | +5.2% | -22.6% | +27.8% | +10.3% |
| 6M | -18.4% | -33.4% | +15.1% | -12.1% |
| YTD | +2.4% | -26.0% | +28.4% | +7.0% |
| 1Y | +0.9% | -18.3% | +19.2% | +3.3% |
| 3Y | +48.4% | +315.8% | -267.4% | +6.6% |
| All | +14.1% | +226.6% | -212.5% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling