+6.1%
CMCSA vs KIM
+32.5%
-26.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -4.9% | -1.7% | -3.1% | -4.4% |
| 30D | -1.1% | -3.0% | +1.9% | -0.2% |
| 3M | +6.6% | -8.9% | +15.4% | +9.4% |
| 6M | -15.5% | +2.4% | -17.9% | -16.0% |
| YTD | -6.7% | +18.3% | -25.0% | -11.0% |
| 1Y | -15.6% | +8.2% | -23.8% | -17.5% |
| 3Y | -33.7% | +44.0% | -77.7% | -40.6% |
| 5Y | -46.6% | +37.3% | -84.0% | -52.0% |
| All | +6.1% | +32.5% | -26.4% | -13.3% |
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