+230.9%
QCOM vs KIM
+65.6%
+165.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.6% | +3.4% |
| 7D | +5.8% | +2.8% | +3.0% | +5.1% |
| 30D | -2.3% | +16.3% | -18.6% | -6.3% |
| 3M | +2.7% | +6.6% | -3.9% | +0.9% |
| 6M | -21.0% | +12.3% | -33.3% | -23.9% |
| YTD | +1.8% | +31.6% | -29.7% | -6.3% |
| 1Y | +2.4% | +31.5% | -29.1% | -5.7% |
| 3Y | +52.1% | +68.0% | -15.9% | +30.0% |
| 5Y | +14.6% | +38.7% | -24.0% | +3.2% |
| 10Y | +230.9% | +65.7% | +165.2% | +143.8% |
| All | +230.9% | +65.6% | +165.3% | +143.8% |
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