+2,331.7%
CMCSA vs KIM
+3,329.3%
-997.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +0.7% | -1.0% | +1.7% | +1.0% |
| 30D | +21.0% | +14.8% | +6.2% | +15.8% |
| 3M | -0.9% | +8.1% | -9.1% | -3.4% |
| 6M | +2.9% | +11.7% | -8.8% | -0.7% |
| YTD | -5.9% | +30.7% | -36.6% | -13.7% |
| 1Y | +2.5% | +29.7% | -27.3% | -5.9% |
| 3Y | -28.3% | +65.1% | -93.3% | -39.6% |
| 5Y | -40.8% | +34.7% | -75.4% | -47.5% |
| 10Y | +5.4% | +64.1% | -58.7% | -20.8% |
| All | +2,331.7% | +3,329.3% | -997.6% | +651.5% |
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