+2.3%
QCOM vs KMB
+11.9%
-9.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.1% | +1.2% | +6.0% |
| 7D | -5.3% | +0.4% | -5.7% | -5.4% |
| 30D | -4.2% | +14.0% | -18.2% | -1.4% |
| 3M | +7.0% | -1.3% | +8.4% | +6.1% |
| 6M | +3.8% | +16.7% | -12.9% | +8.7% |
| YTD | +2.8% | +12.0% | -9.2% | +9.1% |
| 1Y | +2.3% | +13.6% | -11.3% | +9.6% |
| All | +2.3% | +11.9% | -9.6% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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