+281.8%
QCOM vs KMI
+132.8%
+149.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.0% |
| 7D | +4.4% | -1.8% | +6.1% | +5.1% |
| 30D | +9.4% | +0.1% | +9.3% | +9.3% |
| 3M | -13.7% | +1.2% | -14.8% | -14.5% |
| 6M | +28.9% | -3.9% | +32.8% | +29.9% |
| YTD | +4.7% | +17.5% | -12.8% | -3.0% |
| 1Y | +13.5% | +22.6% | -9.1% | +3.1% |
| 3Y | +77.1% | +116.3% | -39.2% | +25.7% |
| 5Y | +38.9% | +157.6% | -118.7% | -8.2% |
| 10Y | +281.8% | +136.6% | +145.2% | +148.4% |
| All | +281.8% | +132.8% | +149.0% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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