+30.9%
QCOM vs KIM
+34.4%
-3.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +3.3% | +0.4% | +2.9% | +3.1% |
| 30D | +7.7% | -4.0% | +11.7% | +9.7% |
| 3M | -30.1% | +0.5% | -30.6% | -31.0% |
| 6M | +22.8% | +3.6% | +19.2% | +19.3% |
| YTD | +0.2% | +20.4% | -20.2% | -10.3% |
| 1Y | +7.9% | +9.7% | -1.8% | +1.4% |
| 3Y | +55.8% | +46.0% | +9.8% | +21.2% |
| All | +30.9% | +34.4% | -3.6% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling