+242.8%
QCOM vs KMI
+142.5%
+100.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.4% |
| 7D | +5.5% | -5.1% | +10.6% | +7.6% |
| 30D | -1.1% | -3.1% | +2.0% | -0.1% |
| 3M | +7.6% | +0.2% | +7.3% | +7.1% |
| 6M | -20.1% | +1.1% | -21.2% | -21.3% |
| YTD | +3.0% | +17.7% | -14.7% | -5.0% |
| 1Y | +3.2% | +19.6% | -16.4% | -5.5% |
| 3Y | +48.9% | +117.6% | -68.7% | +4.8% |
| 5Y | +21.1% | +143.1% | -122.0% | -18.6% |
| 10Y | +242.8% | +142.0% | +100.7% | +119.0% |
| All | +242.8% | +142.5% | +100.3% | +119.0% |
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