+60.1%
CMCSA vs KWEB
+21.1%
+39.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | -4.9% | -5.6% | +0.7% | -4.0% |
| 30D | -1.1% | -10.7% | +9.6% | +0.7% |
| 3M | +6.6% | -7.4% | +14.0% | +7.8% |
| 6M | -15.5% | -19.3% | +3.8% | -12.8% |
| YTD | -6.7% | -27.8% | +21.1% | -2.0% |
| 1Y | -15.6% | -35.9% | +20.3% | -9.8% |
| 3Y | -33.7% | -1.9% | -31.8% | -35.5% |
| 5Y | -46.6% | -43.2% | -3.4% | -44.6% |
| 10Y | +7.1% | -21.2% | +28.3% | -4.0% |
| All | +60.1% | +21.1% | +39.0% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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