-45.0%
CMCSA vs KDP
+6.3%
-51.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.1% | +2.1% | -2.0% | -0.4% |
| 30D | +3.8% | +8.5% | -4.6% | +1.7% |
| 3M | +12.3% | +6.6% | +5.7% | +10.4% |
| 6M | -15.4% | +17.1% | -32.5% | -18.9% |
| YTD | -2.5% | +19.0% | -21.5% | -7.0% |
| 1Y | -13.4% | +21.8% | -35.1% | -18.0% |
| 3Y | -30.4% | +6.4% | -36.8% | -32.4% |
| 5Y | -45.0% | +5.1% | -50.2% | -47.0% |
| All | -45.0% | +6.3% | -51.3% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling