-24.8%
CMCSA vs KVUE
-20.4%
-4.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.9% | -5.1% | +0.3% | -4.0% |
| 30D | -1.1% | -6.3% | +5.3% | +0.1% |
| 3M | +6.6% | -0.5% | +7.1% | +6.9% |
| 6M | -15.5% | +3.1% | -18.6% | -15.7% |
| YTD | -6.7% | +6.7% | -13.4% | -7.3% |
| 1Y | -15.6% | -1.1% | -14.5% | -15.1% |
| 3Y | -33.7% | -8.7% | -24.9% | -34.0% |
| All | -24.8% | -20.4% | -4.4% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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