+1.8%
CMCSA vs KMI
+26.0%
-24.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.1% | +9.1% | +4.9% |
| 7D | +15.2% | -5.2% | +20.5% | +15.2% |
| 30D | +17.0% | +1.2% | +15.8% | +16.5% |
| 3M | +1.2% | +1.3% | -0.1% | +1.0% |
| 6M | -5.5% | -1.1% | -4.4% | -5.9% |
| YTD | -6.5% | +19.0% | -25.5% | -5.5% |
| 1Y | +1.8% | +26.6% | -24.8% | +3.9% |
| All | +1.8% | +26.0% | -24.2% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 1y: compounded portfolio wealth divided by compounded KMI 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…
1y analysis · Full analysis span regression · 6 months rolling