+235.3%
CMCSA vs KMI
+111.3%
+124.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.5% | -1.1% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +3.8% | +3.7% | +0.2% | +2.7% |
| 3M | +12.3% | +3.2% | +9.2% | +11.1% |
| 6M | -15.4% | -3.0% | -12.4% | -15.0% |
| YTD | -2.5% | +19.7% | -22.1% | -7.9% |
| 1Y | -13.4% | +25.6% | -39.0% | -19.5% |
| 3Y | -30.4% | +120.2% | -150.6% | -45.7% |
| 5Y | -45.0% | +160.5% | -205.5% | -59.4% |
| 10Y | +10.2% | +134.8% | -124.6% | -19.9% |
| All | +235.3% | +111.3% | +124.0% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling