-30.4%
CMCSA vs KIM
+47.7%
-78.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +3.8% | -1.7% | +5.5% | +4.5% |
| 3M | +12.3% | -0.8% | +13.1% | +12.7% |
| 6M | -15.4% | +4.4% | -19.8% | -16.7% |
| YTD | -2.5% | +21.2% | -23.7% | -9.1% |
| 1Y | -13.4% | +10.5% | -23.9% | -16.7% |
| 3Y | -30.4% | +47.5% | -77.9% | -36.2% |
| All | -30.4% | +47.7% | -78.1% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling