-31.0%
CMCSA vs KEY
+106.2%
-137.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | +5.0% | -1.3% | +6.3% | +5.4% |
| 30D | +16.5% | +5.1% | +11.3% | +14.8% |
| 3M | -1.6% | -7.1% | +5.5% | +0.4% |
| 6M | -5.0% | -4.4% | -0.7% | -4.1% |
| YTD | -8.3% | +4.0% | -12.3% | -9.7% |
| 1Y | +0.4% | +23.4% | -23.0% | -6.0% |
| 3Y | -31.0% | +113.9% | -144.9% | -44.3% |
| All | -31.0% | +106.2% | -137.2% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling