+6.1%
CMCSA vs KRE
+124.8%
-118.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.9% | -1.8% | -3.0% | -4.2% |
| 30D | -1.1% | -4.5% | +3.4% | +0.7% |
| 3M | +6.6% | +2.7% | +3.8% | +5.5% |
| 6M | -15.5% | +16.9% | -32.3% | -20.3% |
| YTD | -6.7% | +15.4% | -22.0% | -11.8% |
| 1Y | -15.6% | +16.1% | -31.7% | -20.6% |
| 3Y | -33.7% | +85.7% | -119.4% | -48.9% |
| 5Y | -46.6% | +33.3% | -79.9% | -54.2% |
| All | +6.1% | +124.8% | -118.7% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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