+8.2%
CMCSA vs KEY
+121.9%
-113.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.2% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | +18.6% | +7.2% | +11.4% | +16.3% |
| 3M | -1.8% | -4.9% | +3.1% | -0.6% |
| 6M | -0.7% | +1.1% | -1.7% | -1.2% |
| YTD | -7.8% | +6.8% | -14.6% | -9.9% |
| 1Y | +0.7% | +23.3% | -22.5% | -5.4% |
| 3Y | -28.0% | +126.1% | -154.0% | -43.9% |
| 5Y | -42.1% | +15.2% | -57.3% | -47.6% |
| 10Y | +8.2% | +113.6% | -105.4% | -25.7% |
| All | +8.2% | +121.9% | -113.7% | -25.7% |
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