-33.7%
CMCSA vs KNX
+34.6%
-68.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.5% |
| 7D | -4.9% | -5.6% | +0.7% | -3.7% |
| 30D | -1.1% | -4.4% | +3.3% | -0.2% |
| 3M | +6.6% | -17.3% | +23.9% | +10.8% |
| 6M | -15.5% | +22.6% | -38.1% | -19.5% |
| YTD | -6.7% | +31.1% | -37.8% | -12.9% |
| 1Y | -15.6% | +60.2% | -75.8% | -25.2% |
| 3Y | -33.7% | +35.8% | -69.4% | -40.1% |
| All | -33.7% | +34.6% | -68.2% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling