+38.9%
QCOM vs KWEB
-42.3%
+81.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.0% |
| 7D | +4.4% | -3.6% | +7.9% | +5.3% |
| 30D | +9.4% | -14.9% | +24.3% | +14.2% |
| 3M | -13.7% | -5.4% | -8.2% | -12.6% |
| 6M | +28.9% | -18.9% | +47.8% | +36.0% |
| YTD | +4.7% | -27.2% | +32.0% | +13.7% |
| 1Y | +13.5% | -34.2% | +47.7% | +26.8% |
| 3Y | +77.1% | +0.6% | +76.5% | +73.1% |
| 5Y | +38.9% | -43.5% | +82.4% | +43.1% |
| All | +38.9% | -42.3% | +81.3% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling