+1.8%
QCOM vs KRMN
+33.3%
-31.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | +3.3% | -12.3% | +15.6% | +4.6% |
| 30D | +7.7% | -27.5% | +35.2% | +11.1% |
| 3M | -30.1% | -26.5% | -3.6% | -28.3% |
| 6M | +22.8% | -59.6% | +82.4% | +33.5% |
| YTD | +0.2% | -45.4% | +45.6% | +1.8% |
| 1Y | +7.9% | -25.1% | +33.0% | +1.5% |
| All | +1.8% | +33.3% | -31.5% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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