+230.9%
QCOM vs KRE
+110.3%
+120.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +1.9% | +2.8% |
| 7D | +5.8% | -0.4% | +6.2% | +6.1% |
| 30D | -2.3% | +6.4% | -8.7% | -5.0% |
| 3M | +2.7% | -3.1% | +5.8% | +4.3% |
| 6M | -21.0% | +6.4% | -27.4% | -23.6% |
| YTD | +1.8% | +15.3% | -13.5% | -5.5% |
| 1Y | +2.4% | +23.3% | -20.8% | -7.9% |
| 3Y | +52.1% | +93.6% | -41.5% | +8.9% |
| 5Y | +14.6% | +13.2% | +1.4% | +4.3% |
| 10Y | +230.9% | +103.1% | +127.8% | +152.3% |
| All | +230.9% | +110.3% | +120.6% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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