+230.9%
QCOM vs KDP
+235.7%
-4.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +3.4% |
| 7D | +5.8% | +0.3% | +5.5% | +5.6% |
| 30D | -2.3% | +16.3% | -18.6% | -7.0% |
| 3M | +2.7% | +24.0% | -21.3% | -4.3% |
| 6M | -21.0% | +30.0% | -51.0% | -28.2% |
| YTD | +1.8% | +36.1% | -34.3% | -9.0% |
| 1Y | +2.4% | +46.8% | -44.4% | -10.8% |
| 3Y | +52.1% | +30.5% | +21.7% | +35.0% |
| 5Y | +14.6% | +17.9% | -3.3% | +5.8% |
| 10Y | +230.9% | +239.3% | -8.4% | +154.8% |
| All | +230.9% | +235.7% | -4.8% | +154.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling