-35.3%
CMCSA vs KMI
+115.3%
-150.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.8% | -4.8% | -6.2% |
| 7D | -8.3% | -1.8% | -6.5% | -7.9% |
| 30D | -2.4% | +0.1% | -2.5% | -2.4% |
| 3M | +4.5% | +1.2% | +3.3% | +3.9% |
| 6M | -18.8% | -3.9% | -14.9% | -18.2% |
| YTD | -8.9% | +17.5% | -26.5% | -13.3% |
| 1Y | -18.3% | +22.6% | -40.9% | -23.4% |
| All | -35.3% | +115.3% | -150.6% | -55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling