+30.9%
QCOM vs KGC
+450.1%
-419.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.6% |
| 7D | +3.3% | -1.3% | +4.6% | +3.5% |
| 30D | +7.7% | +20.3% | -12.6% | +3.4% |
| 3M | -30.1% | +8.1% | -38.1% | -31.5% |
| 6M | +22.8% | -8.8% | +31.6% | +23.7% |
| YTD | +0.2% | +10.1% | -9.9% | -3.3% |
| 1Y | +7.9% | +44.2% | -36.4% | -1.8% |
| 3Y | +55.8% | +533.0% | -477.2% | +3.2% |
| All | +30.9% | +450.1% | -419.2% | -16.4% |
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