+52.4%
QCOM vs KWEB
-6.0%
+58.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.4% |
| 7D | +13.0% | -7.5% | +20.5% | +15.9% |
| 30D | +0.2% | -7.3% | +7.5% | +2.6% |
| 3M | +9.2% | -16.8% | +26.0% | +15.8% |
| 6M | -15.0% | -21.4% | +6.4% | -8.3% |
| YTD | +5.2% | -32.7% | +37.9% | +19.5% |
| 1Y | +2.4% | -38.2% | +40.5% | +19.8% |
| All | +52.4% | -6.0% | +58.4% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling