+4.6%
CMCSA vs KGC
+678.3%
-673.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.3% | -6.9% | -6.6% |
| 7D | -8.3% | -0.1% | -8.2% | -8.3% |
| 30D | -2.4% | +10.5% | -12.9% | -2.7% |
| 3M | +4.5% | +19.8% | -15.3% | +3.9% |
| 6M | -18.8% | -6.7% | -12.1% | -18.7% |
| YTD | -8.9% | +7.8% | -16.7% | -9.5% |
| 1Y | -18.3% | +35.7% | -54.0% | -19.6% |
| 3Y | -35.0% | +553.7% | -588.7% | -40.3% |
| 5Y | -48.2% | +461.7% | -509.8% | -52.6% |
| 10Y | +4.6% | +710.2% | -705.6% | -1.5% |
| All | +4.6% | +678.3% | -673.7% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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