+2,236.9%
CMCSA vs KMB
+1,824.3%
+412.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | -2.1% | -3.0% | +0.9% | -0.9% |
| 30D | +7.0% | -5.5% | +12.5% | +9.3% |
| 3M | +15.1% | +14.0% | +1.1% | +9.3% |
| 6M | -15.4% | +4.1% | -19.4% | -16.8% |
| YTD | -1.9% | +8.0% | -9.9% | -5.1% |
| 1Y | -12.7% | -13.7% | +1.0% | -8.6% |
| 3Y | -31.0% | -5.9% | -25.1% | -31.1% |
| 5Y | -46.1% | -8.6% | -37.5% | -46.0% |
| 10Y | +10.8% | +17.3% | -6.4% | -2.0% |
| All | +2,236.9% | +1,824.3% | +412.6% | +467.7% |
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