-18.3%
CMCSA vs KDP
+20.0%
-38.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -6.2% |
| 7D | -8.3% | -1.6% | -6.7% | -7.8% |
| 30D | -2.4% | +9.5% | -11.9% | -4.9% |
| 3M | +4.5% | +2.6% | +1.9% | +3.5% |
| 6M | -18.8% | +15.6% | -34.4% | -22.1% |
| YTD | -8.9% | +17.3% | -26.3% | -12.9% |
| 1Y | -18.3% | +20.1% | -38.4% | -22.3% |
| All | -18.3% | +20.0% | -38.3% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling