+5.4%
CMCSA vs KMB
+38.7%
-33.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +21.0% | +10.2% | +10.8% | +16.7% |
| 3M | -0.9% | +1.5% | -2.4% | -1.5% |
| 6M | +2.9% | +16.6% | -13.7% | -2.7% |
| YTD | -5.9% | +12.1% | -18.0% | -10.0% |
| 1Y | +2.5% | +11.1% | -8.6% | -1.7% |
| 3Y | -28.3% | +1.9% | -30.2% | -30.6% |
| 5Y | -40.8% | -1.3% | -39.5% | -42.6% |
| 10Y | +5.4% | +37.8% | -32.4% | -3.5% |
| All | +5.4% | +38.7% | -33.3% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling