+250.3%
QCOM vs KMB
+17.3%
+233.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +3.3% | -3.0% | +6.4% | +4.1% |
| 30D | +7.7% | -5.5% | +13.2% | +9.1% |
| 3M | -30.1% | +14.0% | -44.0% | -32.7% |
| 6M | +22.8% | +4.1% | +18.8% | +20.8% |
| YTD | +0.2% | +8.0% | -7.9% | -2.7% |
| 1Y | +7.9% | -13.7% | +21.6% | +11.2% |
| 3Y | +55.8% | -5.9% | +61.8% | +53.6% |
| 5Y | +30.1% | -8.6% | +38.7% | +28.0% |
| All | +250.3% | +17.3% | +233.1% | +219.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling