-46.7%
CMCSA vs KRE
+30.8%
-77.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | -5.6% | -1.4% | -4.1% | -5.0% |
| 30D | -1.9% | -3.9% | +2.0% | -0.4% |
| 3M | +6.4% | +3.6% | +2.8% | +5.1% |
| 6M | -16.9% | +15.4% | -32.3% | -21.0% |
| YTD | -6.8% | +15.2% | -22.0% | -11.6% |
| 1Y | -15.9% | +16.5% | -32.4% | -20.7% |
| 3Y | -33.4% | +85.2% | -118.6% | -47.3% |
| 5Y | -46.7% | +33.1% | -79.8% | -54.3% |
| All | -46.7% | +30.8% | -77.5% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling