+281.8%
QCOM vs KKR
+703.2%
-421.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.1% |
| 7D | +4.4% | -2.2% | +6.6% | +5.4% |
| 30D | +9.4% | +0.3% | +9.1% | +8.8% |
| 3M | -13.7% | +8.8% | -22.5% | -17.7% |
| 6M | +28.9% | +14.9% | +14.0% | +18.6% |
| YTD | +4.7% | -17.9% | +22.6% | +13.3% |
| 1Y | +13.5% | -23.7% | +37.2% | +26.5% |
| 3Y | +77.1% | +69.1% | +8.0% | +26.5% |
| 5Y | +38.9% | +72.6% | -33.6% | -5.2% |
| 10Y | +281.8% | +728.2% | -446.5% | +47.5% |
| All | +281.8% | +703.2% | -421.4% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 KKR 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