+294.7%
CMCSA vs KDP
+1,132.0%
-837.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -2.1% | +1.3% | -3.4% | -2.6% |
| 30D | +7.0% | +6.0% | +1.0% | +4.6% |
| 3M | +15.1% | +9.2% | +5.9% | +11.2% |
| 6M | -15.4% | +14.7% | -30.0% | -19.9% |
| YTD | -1.9% | +19.2% | -21.1% | -8.7% |
| 1Y | -12.7% | +15.2% | -27.9% | -18.2% |
| 3Y | -31.0% | +6.0% | -37.0% | -34.4% |
| 5Y | -46.1% | +5.4% | -51.5% | -49.2% |
| 10Y | +10.8% | +171.9% | -161.0% | -35.0% |
| All | +294.7% | +1,132.0% | -837.3% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling