+430.6%
KLAC vs CMCSA
-46.8%
+477.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -3.8% |
| 7D | +2.5% | -5.6% | +8.0% | +4.0% |
| 30D | -11.5% | -1.9% | -9.6% | -11.3% |
| 3M | -16.9% | +6.4% | -23.4% | -18.9% |
| 6M | +22.2% | -16.9% | +39.2% | +27.6% |
| YTD | +46.4% | -6.8% | +53.1% | +45.1% |
| 1Y | +91.0% | -15.9% | +106.9% | +97.1% |
| 3Y | +264.6% | -33.4% | +298.0% | +306.4% |
| 5Y | +430.6% | -46.7% | +477.3% | +493.1% |
| All | +430.6% | -46.8% | +477.4% | +493.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling