+0.9%
QCOM vs KMB
+9.5%
-8.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -2.3% |
| 7D | +4.3% | +0.9% | +3.3% | +4.5% |
| 30D | -0.1% | +10.1% | -10.2% | +1.8% |
| 3M | +5.2% | 0.0% | +5.2% | +4.7% |
| 6M | -18.4% | +15.7% | -34.0% | -14.1% |
| YTD | +2.4% | +12.6% | -10.2% | +8.7% |
| 1Y | +0.9% | +10.1% | -9.2% | +6.8% |
| All | +0.9% | +9.5% | -8.6% | +6.8% |
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