+2.0%
QCOM vs KMX
+68.9%
-66.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +2.3% |
| 7D | +5.8% | -4.1% | +9.9% | +6.9% |
| 30D | -2.3% | +2.9% | -5.1% | -3.1% |
| 3M | +2.7% | -7.0% | +9.7% | +4.0% |
| 6M | -21.0% | +34.1% | -55.2% | -28.3% |
| YTD | +1.8% | +40.0% | -38.2% | -11.6% |
| All | +2.0% | +68.9% | -66.9% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling