+8.2%
CMCSA vs KDP
+235.7%
-227.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.3% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +18.6% | +16.3% | +2.3% | +14.2% |
| 3M | -1.8% | +24.0% | -25.8% | -7.1% |
| 6M | -0.7% | +30.0% | -30.6% | -7.1% |
| YTD | -7.8% | +36.1% | -43.9% | -14.9% |
| 1Y | +0.7% | +46.8% | -46.1% | -8.8% |
| 3Y | -28.0% | +30.5% | -58.4% | -33.6% |
| 5Y | -42.1% | +17.9% | -60.0% | -45.5% |
| 10Y | +8.2% | +239.3% | -231.1% | -5.8% |
| All | +8.2% | +235.7% | -227.6% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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