+2,069.3%
CMCSA vs KR
+4,322.8%
-2,253.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.3% | -6.3% |
| 7D | -8.3% | -3.1% | -5.2% | -7.5% |
| 30D | -2.4% | +0.6% | -3.0% | -2.5% |
| 3M | +4.5% | -9.8% | +14.3% | +7.2% |
| 6M | -18.8% | -22.1% | +3.4% | -13.5% |
| YTD | -8.9% | -8.1% | -0.8% | -7.4% |
| 1Y | -18.3% | -14.7% | -3.6% | -15.5% |
| 3Y | -35.0% | +28.6% | -63.5% | -40.4% |
| 5Y | -48.2% | +36.4% | -84.5% | -54.2% |
| 10Y | +4.6% | +120.8% | -116.2% | -24.3% |
| All | +2,069.3% | +4,322.8% | -2,253.5% | +471.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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