+2.3%
QCOM vs KWEB
-34.1%
+36.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.5% | +0.9% | +4.0% |
| 7D | -5.3% | +5.8% | -11.1% | -6.9% |
| 30D | -4.2% | -1.0% | -3.2% | -4.0% |
| 3M | +7.0% | -15.8% | +22.9% | +12.8% |
| 6M | +3.8% | -14.9% | +18.7% | +10.3% |
| YTD | +2.8% | -28.6% | +31.4% | +13.3% |
| 1Y | +2.3% | -33.9% | +36.2% | +16.9% |
| All | +2.3% | -34.1% | +36.4% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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