+51,298.2%
QCOM vs KR
+4,207.0%
+47,091.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.1% | -3.0% |
| 7D | +4.3% | +4.6% | -0.3% | +3.2% |
| 30D | -0.1% | +12.2% | -12.3% | -2.9% |
| 3M | +5.2% | +24.6% | -19.3% | -0.4% |
| 6M | -18.4% | +8.2% | -26.5% | -20.8% |
| YTD | +2.4% | +15.3% | -12.9% | -2.8% |
| 1Y | +0.9% | +9.8% | -8.9% | -3.3% |
| 3Y | +48.4% | +71.4% | -23.0% | +24.2% |
| 5Y | +16.6% | +85.1% | -68.5% | -6.8% |
| 10Y | +237.8% | +159.4% | +78.4% | +130.8% |
| All | +51,298.2% | +4,207.0% | +47,091.2% | +12,502.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling