+79.3%
QCOM vs KVUE
-20.4%
+99.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.3% |
| 7D | +4.9% | -6.1% | +11.1% | +5.0% |
| 30D | +9.3% | -5.6% | +14.9% | +9.3% |
| 3M | -7.0% | -0.3% | -6.6% | -7.0% |
| 6M | +32.0% | +1.4% | +30.7% | +32.0% |
| YTD | +5.0% | +6.7% | -1.7% | +4.7% |
| 1Y | +13.6% | +1.0% | +12.6% | +13.6% |
| 3Y | +77.6% | -5.4% | +83.0% | +77.9% |
| All | +79.3% | -20.4% | +99.7% | +84.6% |
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