+30.9%
QCOM vs KMB
-8.4%
+39.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +3.3% | -3.0% | +6.4% | +3.4% |
| 30D | +7.7% | -5.5% | +13.2% | +7.9% |
| 3M | -30.1% | +14.0% | -44.0% | -30.6% |
| 6M | +22.8% | +4.1% | +18.8% | +22.7% |
| YTD | +0.2% | +8.0% | -7.9% | -0.3% |
| 1Y | +7.9% | -13.7% | +21.6% | +10.0% |
| 3Y | +55.8% | -5.9% | +61.8% | +55.5% |
| All | +30.9% | -8.4% | +39.2% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling