+263.7%
QCOM vs KMX
+0.4%
+263.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.3% | +7.5% | +4.5% |
| 7D | +5.1% | -0.7% | +5.8% | +5.2% |
| 30D | +4.3% | +4.1% | +0.2% | +2.8% |
| 3M | -19.6% | +27.5% | -47.1% | -26.1% |
| 6M | +29.5% | +43.6% | -14.1% | +13.6% |
| YTD | +3.4% | +56.8% | -53.4% | -12.4% |
| 1Y | +10.9% | -1.3% | +12.2% | +6.8% |
| 3Y | +74.8% | -25.4% | +100.2% | +78.7% |
| 5Y | +36.2% | -53.9% | +90.1% | +55.7% |
| 10Y | +263.7% | +0.7% | +263.1% | +228.6% |
| All | +263.7% | +0.4% | +263.3% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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