+216.5%
QCOM vs KIM
+64.5%
+152.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.6% |
| 7D | +0.4% | +4.1% | -3.7% | -0.7% |
| 30D | -6.6% | +16.8% | -23.4% | -10.5% |
| 3M | +3.7% | +5.7% | -2.0% | +2.1% |
| 6M | -13.3% | +9.7% | -23.0% | -15.9% |
| YTD | -1.8% | +30.2% | -32.0% | -9.4% |
| 1Y | -2.5% | +32.1% | -34.6% | -10.4% |
| 3Y | +47.0% | +58.6% | -11.6% | +27.6% |
| 5Y | +13.1% | +31.2% | -18.0% | +2.9% |
| All | +216.5% | +64.5% | +152.0% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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