+2,236.9%
CMCSA vs KGC
+357.0%
+1,879.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.5% |
| 7D | -2.1% | -1.3% | -0.8% | -2.1% |
| 30D | +7.0% | +20.3% | -13.2% | +6.5% |
| 3M | +15.1% | +8.1% | +7.0% | +14.8% |
| 6M | -15.4% | -8.8% | -6.6% | -15.3% |
| YTD | -1.9% | +10.1% | -12.0% | -2.4% |
| 1Y | -12.7% | +44.2% | -56.9% | -13.8% |
| 3Y | -31.0% | +533.0% | -564.0% | -34.6% |
| 5Y | -46.1% | +443.0% | -489.1% | -48.9% |
| 10Y | +10.8% | +678.6% | -667.7% | +3.1% |
| All | +2,236.9% | +357.0% | +1,879.9% | +1,988.1% |
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