+113.7%
KLAC vs CMCSA
-12.9%
+126.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.6% | +7.9% | +7.2% |
| 7D | +5.7% | -2.1% | +7.8% | +5.1% |
| 30D | -3.6% | +7.0% | -10.7% | -1.7% |
| 3M | -12.8% | +15.1% | -27.9% | -8.6% |
| 6M | +26.1% | -15.4% | +41.4% | +23.2% |
| YTD | +53.3% | -1.9% | +55.2% | +53.4% |
| 1Y | +113.7% | -12.7% | +126.4% | +94.3% |
| All | +113.7% | -12.9% | +126.6% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 1y: compounded portfolio wealth divided by compounded CMCSA 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…
1y analysis · Full analysis span regression · 6 months rolling