+272.2%
QCOM vs KWEB
-20.2%
+292.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.8% |
| 7D | +4.9% | -4.3% | +9.2% | +6.5% |
| 30D | +9.3% | -13.0% | +22.3% | +14.6% |
| 3M | -7.0% | -7.6% | +0.6% | -4.8% |
| 6M | +32.0% | -21.1% | +53.2% | +42.7% |
| YTD | +5.0% | -28.2% | +33.2% | +17.1% |
| 1Y | +13.6% | -34.9% | +48.5% | +31.1% |
| 3Y | +77.6% | -0.8% | +78.3% | +71.1% |
| 5Y | +38.2% | -43.6% | +81.8% | +55.3% |
| All | +272.2% | -20.2% | +292.4% | +245.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling