+6.1%
CMCSA vs KNX
+166.7%
-160.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.5% |
| 7D | -4.9% | -5.6% | +0.7% | -3.6% |
| 30D | -1.1% | -4.4% | +3.3% | -0.1% |
| 3M | +6.6% | -17.3% | +23.9% | +11.1% |
| 6M | -15.5% | +22.6% | -38.1% | -20.0% |
| YTD | -6.7% | +31.1% | -37.8% | -13.4% |
| 1Y | -15.6% | +60.2% | -75.8% | -25.7% |
| 3Y | -33.7% | +35.8% | -69.4% | -40.5% |
| 5Y | -46.6% | +38.9% | -85.5% | -53.1% |
| All | +6.1% | +166.7% | -160.7% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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