+26.2%
KLAC vs CMCSA
+3.3%
+22.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.0% | -9.1% | -2.5% |
| 7D | -5.7% | +15.2% | -20.9% | -1.2% |
| 30D | -27.6% | +17.0% | -44.6% | -23.7% |
| 3M | -23.3% | +1.2% | -24.5% | -21.8% |
| 6M | -12.4% | -5.5% | -6.9% | -11.3% |
| YTD | +23.7% | -6.5% | +30.3% | +23.8% |
| 1Y | +26.2% | +1.8% | +24.4% | +24.0% |
| All | +26.2% | +3.3% | +22.8% | +24.0% |
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