+7,840.0%
QCOM vs KMX
+368.0%
+7,472.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.7% | +6.0% |
| 7D | +0.4% | -7.4% | +7.8% | +2.0% |
| 30D | -6.6% | -3.4% | -3.2% | -6.1% |
| 3M | +3.7% | -11.3% | +15.0% | +5.9% |
| 6M | -13.3% | +30.6% | -43.9% | -18.4% |
| YTD | -1.8% | +33.2% | -35.0% | -8.6% |
| 1Y | -2.5% | +66.7% | -69.2% | -13.5% |
| 3Y | +47.0% | -22.1% | +69.0% | +48.5% |
| 5Y | +13.1% | -66.7% | +79.8% | +31.4% |
| 10Y | +224.7% | +1.9% | +222.8% | +198.4% |
| All | +7,840.0% | +368.0% | +7,472.0% | +4,746.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling