-31.0%
CMCSA vs KDP
+28.7%
-59.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | +5.0% | +2.2% | +2.8% | +4.4% |
| 30D | +16.5% | +19.9% | -3.5% | +11.5% |
| 3M | -1.6% | +21.5% | -23.1% | -6.1% |
| 6M | -5.0% | +30.1% | -35.1% | -10.6% |
| YTD | -8.3% | +34.9% | -43.2% | -14.6% |
| 1Y | +0.4% | +43.4% | -43.0% | -7.6% |
| 3Y | -31.0% | +29.1% | -60.1% | -36.3% |
| All | -31.0% | +28.7% | -59.6% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling