+288.8%
QCOM vs KWEB
+12.8%
+276.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.4% |
| 7D | +13.0% | -7.5% | +20.5% | +16.0% |
| 30D | +0.2% | -7.3% | +7.5% | +2.6% |
| 3M | +9.2% | -16.8% | +26.0% | +15.9% |
| 6M | -15.0% | -21.4% | +6.4% | -8.5% |
| YTD | +5.2% | -32.7% | +37.9% | +19.3% |
| 1Y | +2.4% | -38.2% | +40.5% | +19.5% |
| 3Y | +52.0% | -4.8% | +56.8% | +48.6% |
| 5Y | +19.7% | -47.1% | +66.9% | +35.6% |
| 10Y | +246.9% | -22.4% | +269.3% | +225.6% |
| All | +288.8% | +12.8% | +276.0% | +228.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling