+38.9%
QCOM vs KR
+36.6%
+2.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.2% |
| 7D | +4.4% | -3.1% | +7.4% | +4.1% |
| 30D | +9.4% | +0.6% | +8.8% | +9.4% |
| 3M | -13.7% | -9.8% | -3.9% | -14.2% |
| 6M | +28.9% | -22.1% | +51.0% | +27.4% |
| YTD | +4.7% | -8.1% | +12.8% | +4.0% |
| 1Y | +13.5% | -14.7% | +28.2% | +12.6% |
| 3Y | +77.1% | +28.6% | +48.5% | +70.8% |
| 5Y | +38.9% | +36.4% | +2.5% | +34.4% |
| All | +38.9% | +36.6% | +2.3% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling