+337.0%
QCOM vs KMI
+107.5%
+229.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +3.3% | -0.5% | +3.8% | +3.5% |
| 30D | +7.7% | +0.9% | +6.8% | +7.3% |
| 3M | -30.1% | 0.0% | -30.0% | -30.4% |
| 6M | +22.8% | -5.7% | +28.5% | +24.5% |
| YTD | +0.2% | +17.5% | -17.3% | -6.1% |
| 1Y | +7.9% | +22.3% | -14.4% | -0.5% |
| 3Y | +55.8% | +111.9% | -56.1% | +17.5% |
| 5Y | +30.1% | +151.8% | -121.8% | -7.6% |
| 10Y | +248.9% | +138.7% | +110.2% | +140.2% |
| All | +337.0% | +107.5% | +229.5% | +181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling