+551.6%
QCOM vs KRE
+154.6%
+397.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +3.3% | +1.3% | +2.0% | +2.7% |
| 30D | +7.7% | -2.7% | +10.4% | +9.0% |
| 3M | -30.1% | +8.2% | -38.2% | -32.7% |
| 6M | +22.8% | +12.8% | +10.0% | +15.9% |
| YTD | +0.2% | +17.5% | -17.3% | -7.4% |
| 1Y | +7.9% | +16.6% | -8.7% | -0.1% |
| 3Y | +55.8% | +79.5% | -23.6% | +17.5% |
| 5Y | +30.1% | +32.4% | -2.4% | +11.1% |
| 10Y | +248.9% | +124.1% | +124.8% | +120.2% |
| All | +551.6% | +154.6% | +397.0% | +259.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling