+19.7%
QCOM vs KMB
-1.6%
+21.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +1.8% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +1.2% | +10.2% | -9.0% | +0.8% |
| 3M | +9.1% | +1.5% | +7.7% | +9.0% |
| 6M | -25.0% | +16.6% | -41.6% | -25.8% |
| YTD | +4.8% | +12.1% | -7.2% | +4.0% |
| 1Y | +3.6% | +11.1% | -7.5% | +2.9% |
| 3Y | +51.5% | +1.9% | +49.5% | +49.1% |
| 5Y | +19.7% | -1.3% | +21.0% | +17.8% |
| All | +19.7% | -1.6% | +21.3% | +17.8% |
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 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