+4.7%
CMCSA vs KDP
+247.6%
-242.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.8% |
| 7D | +3.2% | -0.8% | +3.9% | +3.3% |
| 30D | +19.5% | +9.7% | +9.8% | +16.7% |
| 3M | -2.4% | +17.6% | -20.0% | -6.5% |
| 6M | +3.8% | +25.8% | -21.9% | -2.2% |
| YTD | -5.4% | +33.9% | -39.2% | -12.4% |
| 1Y | +1.1% | +38.9% | -37.8% | -7.3% |
| 3Y | -27.1% | +26.8% | -53.9% | -32.5% |
| 5Y | -40.3% | +16.3% | -56.6% | -43.7% |
| All | +4.7% | +247.6% | -242.9% | -12.1% |
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