+2,154.1%
CMCSA vs KGC
+207.3%
+1,946.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.4% |
| 7D | +3.2% | -6.7% | +9.8% | +3.3% |
| 30D | +19.5% | -6.7% | +26.2% | +19.7% |
| 3M | -2.4% | -22.6% | +20.2% | -1.9% |
| 6M | +3.8% | -33.4% | +37.3% | +4.6% |
| YTD | -5.4% | -26.0% | +20.6% | -5.0% |
| 1Y | +1.1% | -18.3% | +19.4% | +1.2% |
| 3Y | -27.1% | +315.8% | -342.9% | -30.2% |
| 5Y | -40.3% | +225.7% | -266.0% | -42.8% |
| 10Y | +6.0% | +610.5% | -604.5% | -1.1% |
| All | +2,154.1% | +207.3% | +1,946.7% | +1,931.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling