+47.0%
QCOM vs KMI
+102.8%
-55.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.7% |
| 7D | +0.4% | -10.8% | +11.1% | +2.5% |
| 30D | -6.6% | -5.0% | -1.6% | -5.8% |
| 3M | +3.7% | -3.4% | +7.1% | +4.1% |
| 6M | -13.3% | -3.4% | -9.9% | -13.6% |
| YTD | -1.8% | +13.1% | -14.9% | -7.1% |
| 1Y | -2.5% | +19.0% | -21.5% | -9.5% |
| 3Y | +47.0% | +106.1% | -59.2% | +27.1% |
| All | +47.0% | +102.8% | -55.9% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling