+50,186.6%
QCOM vs KIM
+3,098.9%
+47,087.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +3.3% | +0.4% | +2.9% | +3.2% |
| 30D | +7.7% | -4.0% | +11.7% | +8.9% |
| 3M | -30.1% | +0.5% | -30.6% | -30.5% |
| 6M | +22.8% | +3.6% | +19.2% | +21.0% |
| YTD | +0.2% | +20.4% | -20.2% | -5.6% |
| 1Y | +7.9% | +9.7% | -1.8% | +4.3% |
| 3Y | +55.8% | +46.0% | +9.8% | +37.7% |
| 5Y | +30.1% | +34.4% | -4.4% | +17.7% |
| 10Y | +248.9% | +29.3% | +219.6% | +192.2% |
| All | +50,186.6% | +3,098.9% | +47,087.7% | +12,546.3% |
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