+245.8%
QCOM vs KDP
+264.7%
-18.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.2% |
| 7D | +2.0% | +4.0% | -2.0% | +0.8% |
| 30D | +1.2% | +16.8% | -15.6% | -3.7% |
| 3M | +9.1% | +32.0% | -22.9% | -0.2% |
| 6M | -25.0% | +35.2% | -60.1% | -32.5% |
| YTD | +4.8% | +40.9% | -36.1% | -7.3% |
| 1Y | +3.6% | +47.7% | -44.1% | -9.8% |
| 3Y | +51.5% | +34.8% | +16.7% | +33.2% |
| 5Y | +19.7% | +22.6% | -2.9% | +9.2% |
| 10Y | +245.8% | +266.4% | -20.6% | +163.7% |
| All | +245.8% | +264.7% | -18.9% | +163.7% |
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