-48.2%
CMCSA vs KIM
+37.3%
-85.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.3% |
| 7D | -8.3% | -1.0% | -7.3% | -7.9% |
| 30D | -2.4% | -1.1% | -1.3% | -2.0% |
| 3M | +4.5% | -5.3% | +9.8% | +6.9% |
| 6M | -18.8% | +3.9% | -22.7% | -20.0% |
| YTD | -8.9% | +20.3% | -29.2% | -15.4% |
| 1Y | -18.3% | +10.4% | -28.7% | -21.6% |
| 3Y | -35.0% | +46.3% | -81.3% | -44.8% |
| 5Y | -48.2% | +37.6% | -85.7% | -56.6% |
| All | -48.2% | +37.3% | -85.5% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling