+270.3%
QCOM vs KWEB
+28.2%
+242.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.6% |
| 7D | +3.3% | -1.0% | +4.4% | +3.7% |
| 30D | +7.7% | -8.7% | +16.4% | +11.0% |
| 3M | -30.1% | -4.0% | -26.1% | -29.3% |
| 6M | +22.8% | -13.1% | +36.0% | +28.3% |
| YTD | +0.2% | -23.5% | +23.7% | +9.1% |
| 1Y | +7.9% | -27.2% | +35.0% | +19.5% |
| 3Y | +55.8% | -2.1% | +58.0% | +51.3% |
| 5Y | +30.1% | -40.8% | +70.9% | +41.0% |
| 10Y | +248.9% | -17.5% | +266.3% | +220.5% |
| All | +270.3% | +28.2% | +242.1% | +200.0% |
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