+1,357.3%
CMCSA vs KNX
+5,045.1%
-3,687.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.8% | -3.8% | -6.0% |
| 7D | -8.3% | +2.3% | -10.6% | -8.7% |
| 30D | -2.4% | +0.5% | -2.9% | -2.6% |
| 3M | +4.5% | -14.1% | +18.6% | +7.6% |
| 6M | -18.8% | +19.8% | -38.5% | -22.2% |
| YTD | -8.9% | +32.7% | -41.7% | -14.8% |
| 1Y | -18.3% | +62.3% | -80.6% | -27.0% |
| 3Y | -35.0% | +36.8% | -71.8% | -40.8% |
| 5Y | -48.2% | +41.8% | -89.9% | -53.7% |
| 10Y | +4.6% | +169.7% | -165.1% | -21.1% |
| All | +1,357.3% | +5,045.1% | -3,687.8% | +739.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling