+67.1%
QCOM vs KVUE
-13.6%
+80.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +41.4% | +13.0% | +28.3% | +25.6% |
| 7D | +41.4% | +13.0% | +28.3% | +25.6% |
| 30D | +41.4% | +13.0% | +28.3% | +25.6% |
| 3M | +41.4% | +13.0% | +28.3% | +25.6% |
| 6M | +41.4% | +13.0% | +28.3% | +25.6% |
| YTD | +41.4% | +13.0% | +28.3% | +25.6% |
| 1Y | +41.4% | +13.0% | +28.3% | +25.6% |
| 3Y | +62.8% | +17.3% | +45.5% | +43.4% |
| All | +67.1% | -13.6% | +80.7% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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