+2,085.1%
CMCSA vs KMB
+1,887.9%
+197.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.5% |
| 7D | +5.0% | +0.5% | +4.6% | +4.9% |
| 30D | +16.5% | +12.4% | +4.1% | +11.3% |
| 3M | -1.6% | +1.0% | -2.6% | -2.0% |
| 6M | -5.0% | +12.1% | -17.2% | -9.3% |
| YTD | -8.3% | +11.6% | -19.9% | -12.4% |
| 1Y | +0.4% | +13.1% | -12.7% | -4.7% |
| 3Y | -31.0% | +1.6% | -32.5% | -33.0% |
| 5Y | -42.5% | -0.3% | -42.2% | -44.4% |
| 10Y | +12.6% | +37.9% | -25.4% | -6.5% |
| All | +2,085.1% | +1,887.9% | +197.2% | +424.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling