+462.2%
QCOM vs KDP
+1,304.6%
-842.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.3% | -9.8% | -9.6% |
| 7D | -15.5% | +4.5% | -20.0% | -16.9% |
| 30D | -13.4% | +18.5% | -31.9% | -18.6% |
| 3M | 0.0% | +20.8% | -20.8% | -6.8% |
| 6M | -15.2% | +29.4% | -44.6% | -23.6% |
| YTD | -6.9% | +35.9% | -42.8% | -17.9% |
| 1Y | -11.0% | +42.5% | -53.4% | -22.8% |
| 3Y | +39.8% | +29.4% | +10.4% | +22.9% |
| 5Y | +7.2% | +15.8% | -8.6% | -1.9% |
| 10Y | +207.7% | +236.5% | -28.8% | +84.7% |
| All | +462.2% | +1,304.6% | -842.5% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling