-45.0%
CMCSA vs KGC
+450.8%
-495.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.5% |
| 7D | +0.1% | +2.4% | -2.3% | 0.0% |
| 30D | +3.8% | +9.2% | -5.4% | +3.3% |
| 3M | +12.3% | +16.7% | -4.4% | +11.3% |
| 6M | -15.4% | -7.0% | -8.4% | -15.2% |
| YTD | -2.5% | +7.5% | -10.0% | -3.6% |
| 1Y | -13.4% | +34.4% | -47.7% | -16.1% |
| 3Y | -30.4% | +552.0% | -582.3% | -43.8% |
| 5Y | -45.0% | +454.5% | -499.5% | -55.4% |
| All | -45.0% | +450.8% | -495.8% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling