+279.1%
KLAC vs CMCSA
-35.0%
+314.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.6% | +3.4% | -3.0% |
| 7D | +6.2% | -8.3% | +14.5% | +6.5% |
| 30D | -5.0% | -2.4% | -2.6% | -4.9% |
| 3M | -14.4% | +4.5% | -18.9% | -14.6% |
| 6M | +28.3% | -18.8% | +47.1% | +30.6% |
| YTD | +51.1% | -8.9% | +60.0% | +50.0% |
| 1Y | +100.4% | -18.3% | +118.7% | +104.0% |
| All | +279.1% | -35.0% | +314.1% | +300.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling