-33.7%
CMCSA vs KEEL
+197.5%
-231.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | +0.1% |
| 7D | -4.9% | +2.9% | -7.8% | -4.9% |
| 30D | -1.1% | +0.8% | -1.9% | -1.2% |
| 3M | +6.6% | -35.3% | +41.9% | +7.3% |
| 6M | -15.5% | +59.4% | -74.8% | -17.4% |
| YTD | -6.7% | +51.9% | -58.6% | -9.1% |
| 1Y | -15.6% | +75.0% | -90.6% | -19.5% |
| 3Y | -33.7% | +224.5% | -258.2% | -42.6% |
| All | -33.7% | +197.5% | -231.2% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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