+6.1%
CMCSA vs KMX
+11.6%
-5.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | -4.9% | -3.1% | -1.8% | -4.2% |
| 30D | -1.1% | +4.4% | -5.5% | -2.1% |
| 3M | +6.6% | +18.9% | -12.3% | +2.0% |
| 6M | -15.5% | +44.3% | -59.8% | -23.3% |
| YTD | -6.7% | +58.7% | -65.4% | -17.8% |
| 1Y | -15.6% | +0.1% | -15.7% | -18.3% |
| 3Y | -33.7% | -24.4% | -9.3% | -33.1% |
| 5Y | -46.6% | -54.4% | +7.8% | -41.3% |
| All | +6.1% | +11.6% | -5.5% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling