+245.8%
QCOM vs KKR
+717.5%
-471.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.5% | +2.1% |
| 7D | +2.0% | -1.3% | +3.2% | +2.7% |
| 30D | +1.2% | +9.3% | -8.1% | -3.3% |
| 3M | +9.1% | -9.8% | +19.0% | +14.4% |
| 6M | -25.0% | +1.0% | -26.0% | -26.2% |
| YTD | +4.8% | -21.1% | +25.9% | +15.5% |
| 1Y | +3.6% | -17.0% | +20.6% | +11.0% |
| 3Y | +51.5% | +60.6% | -9.2% | +10.7% |
| 5Y | +19.7% | +33.6% | -13.9% | -7.9% |
| 10Y | +245.8% | +687.0% | -441.2% | +31.2% |
| All | +245.8% | +717.5% | -471.7% | +31.2% |
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