+242.8%
QCOM vs KDP
+248.3%
-5.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.7% |
| 7D | +5.5% | +8.2% | -2.7% | +3.1% |
| 30D | -1.1% | +18.4% | -19.5% | -6.3% |
| 3M | +7.6% | +29.2% | -21.6% | -1.0% |
| 6M | -20.1% | +32.3% | -52.3% | -27.7% |
| YTD | +3.0% | +38.5% | -35.4% | -8.4% |
| 1Y | +3.2% | +48.5% | -45.2% | -10.4% |
| 3Y | +48.9% | +32.5% | +16.4% | +31.6% |
| 5Y | +21.1% | +19.7% | +1.4% | +11.3% |
| 10Y | +242.8% | +256.4% | -13.6% | +165.4% |
| All | +242.8% | +248.3% | -5.5% | +165.4% |
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