+10.2%
CMCSA vs KEY
+167.0%
-156.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | +0.1% | +2.7% | -2.6% | -0.6% |
| 30D | +3.8% | -3.2% | +7.0% | +4.7% |
| 3M | +12.3% | +1.0% | +11.4% | +11.9% |
| 6M | -15.4% | +11.9% | -27.3% | -18.1% |
| YTD | -2.5% | +8.7% | -11.2% | -5.1% |
| 1Y | -13.4% | +18.5% | -31.8% | -17.8% |
| 3Y | -30.4% | +124.0% | -154.3% | -45.8% |
| 5Y | -45.0% | +40.8% | -85.8% | -53.2% |
| 10Y | +10.2% | +167.0% | -156.8% | -26.1% |
| All | +10.2% | +167.0% | -156.8% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling