+2.3%
QCOM vs KDP
+41.3%
-39.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.9% | -0.6% | +5.0% |
| 7D | -5.3% | +5.3% | -10.7% | -5.8% |
| 30D | -4.2% | +19.1% | -23.3% | -5.5% |
| 3M | +7.0% | +19.2% | -12.1% | +5.5% |
| 6M | +3.8% | +29.3% | -25.5% | -1.1% |
| YTD | +2.8% | +35.5% | -32.7% | -2.6% |
| 1Y | +2.3% | +43.5% | -41.2% | -6.1% |
| All | +2.3% | +41.3% | -39.0% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling