-46.7%
CMCSA vs KKR
+66.4%
-113.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +3.0% |
| 7D | -5.6% | -8.1% | +2.5% | -3.9% |
| 30D | -1.9% | -9.1% | +7.2% | +0.1% |
| 3M | +6.4% | +6.4% | +0.1% | +4.8% |
| 6M | -16.9% | +12.6% | -29.5% | -19.6% |
| YTD | -6.8% | -20.4% | +13.6% | -3.0% |
| 1Y | -15.9% | -27.1% | +11.2% | -11.0% |
| 3Y | -33.4% | +63.8% | -97.3% | -44.7% |
| 5Y | -46.7% | +67.6% | -114.3% | -59.2% |
| All | -46.7% | +66.4% | -113.1% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 KKR 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