-19.0%
CMCSA vs KRMN
+14.6%
-33.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.7% | +2.4% |
| 7D | -5.6% | -15.1% | +9.6% | -5.3% |
| 30D | -1.9% | -44.5% | +42.6% | -1.3% |
| 3M | +6.4% | -25.0% | +31.5% | +6.5% |
| 6M | -16.9% | -66.5% | +49.6% | -15.8% |
| YTD | -6.8% | -53.0% | +46.2% | -6.8% |
| 1Y | -15.9% | -44.7% | +28.8% | -17.0% |
| All | -19.0% | +14.6% | -33.6% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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