+51,614.1%
QCOM vs KIM
+3,380.8%
+48,233.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +5.5% | +2.8% | +2.8% | +4.8% |
| 30D | -1.1% | +15.9% | -17.0% | -5.2% |
| 3M | +7.6% | +7.8% | -0.2% | +5.2% |
| 6M | -20.1% | +11.9% | -31.9% | -23.0% |
| YTD | +3.0% | +31.0% | -28.0% | -5.3% |
| 1Y | +3.2% | +32.3% | -29.1% | -5.4% |
| 3Y | +48.9% | +65.5% | -16.6% | +27.0% |
| 5Y | +21.1% | +37.2% | -16.2% | +9.0% |
| 10Y | +242.8% | +63.9% | +178.9% | +168.4% |
| All | +51,614.1% | +3,380.8% | +48,233.3% | +12,587.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling