+282.9%
QCOM vs KR
+129.5%
+153.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.8% |
| 7D | +7.8% | -0.2% | +8.0% | +7.8% |
| 30D | +12.2% | +5.1% | +7.1% | +11.9% |
| 3M | -9.9% | -8.2% | -1.7% | -9.5% |
| 6M | +36.9% | -18.0% | +54.9% | +38.3% |
| YTD | +8.0% | -4.8% | +12.8% | +7.7% |
| 1Y | +15.0% | -11.0% | +26.0% | +15.2% |
| 3Y | +75.8% | +37.7% | +38.2% | +65.7% |
| 5Y | +42.2% | +52.8% | -10.6% | +30.9% |
| All | +282.9% | +129.5% | +153.4% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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