Stock and ETF performance explorer

CMCSA vs KIM

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	KIM	Excess	Alpha
1D	+2.4%	-1.2%	+3.5%	N/A
7D	-5.6%	-1.5%	-4.1%	N/A
All	-5.6%	-2.8%	-2.8%	N/A

Daily percentage return beside KIM.

Portfolio return minus KIM return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.