+50,186.6%
QCOM vs KGC
+1,376.5%
+48,810.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | +3.3% | -1.3% | +4.6% | +3.4% |
| 30D | +7.7% | +20.3% | -12.6% | +7.2% |
| 3M | -30.1% | +8.1% | -38.1% | -30.2% |
| 6M | +22.8% | -8.8% | +31.6% | +23.0% |
| YTD | +0.2% | +10.1% | -9.9% | -0.2% |
| 1Y | +7.9% | +44.2% | -36.4% | +6.8% |
| 3Y | +55.8% | +533.0% | -477.2% | +49.6% |
| 5Y | +30.1% | +443.0% | -412.9% | +24.7% |
| 10Y | +248.9% | +678.6% | -429.7% | +233.0% |
| All | +50,186.6% | +1,376.5% | +48,810.1% | +57,187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling