+5.4%
CMCSA vs KIM
+63.9%
-58.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +0.7% | -1.0% | +1.7% | +1.0% |
| 30D | +21.0% | +14.8% | +6.2% | +16.4% |
| 3M | -0.9% | +8.1% | -9.1% | -3.1% |
| 6M | +2.9% | +11.7% | -8.8% | -0.3% |
| YTD | -5.9% | +30.7% | -36.6% | -12.8% |
| 1Y | +2.5% | +29.7% | -27.3% | -4.8% |
| 3Y | -28.3% | +65.1% | -93.3% | -38.0% |
| 5Y | -40.8% | +34.7% | -75.4% | -46.7% |
| 10Y | +5.4% | +64.1% | -58.7% | -21.1% |
| All | +5.4% | +63.9% | -58.4% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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