+48.4%
QCOM vs KR
+72.2%
-23.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.1% | -2.3% |
| 7D | +4.3% | +4.6% | -0.3% | +5.5% |
| 30D | -0.1% | +12.2% | -12.3% | +3.2% |
| 3M | +5.2% | +24.6% | -19.3% | +11.9% |
| 6M | -18.4% | +8.2% | -26.5% | -15.4% |
| YTD | +2.4% | +15.3% | -12.9% | +7.4% |
| 1Y | +0.9% | +9.8% | -8.9% | +5.2% |
| 3Y | +48.4% | +71.4% | -23.0% | +52.5% |
| All | +48.4% | +72.2% | -23.8% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling