+2,310.3%
CMCSA vs KIM
+3,307.9%
-997.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -0.6% | -0.7% | +0.1% | -0.4% |
| 30D | +18.8% | +13.4% | +5.4% | +14.1% |
| 3M | -1.1% | +6.5% | -7.7% | -3.1% |
| 6M | +2.5% | +10.6% | -8.1% | -0.8% |
| YTD | -6.7% | +29.9% | -36.6% | -14.3% |
| 1Y | 0.0% | +29.6% | -29.6% | -8.1% |
| 3Y | -28.9% | +64.1% | -92.9% | -40.0% |
| 5Y | -41.1% | +35.3% | -76.4% | -47.9% |
| 10Y | +4.5% | +63.1% | -58.6% | -21.4% |
| All | +2,310.3% | +3,307.9% | -997.6% | +646.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling