-16.9%
CMCSA vs KEYS
+13.9%
-30.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.2% |
| 7D | -5.6% | +0.9% | -6.5% | -5.5% |
| 30D | -1.9% | -5.3% | +3.4% | -2.3% |
| 3M | +6.4% | +0.5% | +5.9% | +5.9% |
| 6M | -16.9% | +14.0% | -31.0% | -18.8% |
| All | -16.9% | +13.9% | -30.8% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling