+6.1%
CMCSA vs KEYS
+1,049.9%
-1,043.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.9% |
| 7D | -4.9% | +3.5% | -8.4% | -5.7% |
| 30D | -1.1% | -4.5% | +3.4% | -0.2% |
| 3M | +6.6% | -0.4% | +7.0% | +5.6% |
| 6M | -15.5% | +19.1% | -34.6% | -20.7% |
| YTD | -6.7% | +66.7% | -73.3% | -21.5% |
| 1Y | -15.6% | +96.5% | -112.1% | -32.8% |
| 3Y | -33.7% | +155.2% | -188.8% | -52.6% |
| 5Y | -46.6% | +88.0% | -134.6% | -59.0% |
| All | +6.1% | +1,049.9% | -1,043.8% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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