+129,057.6%
KLAC vs CMCSA
+2,238.2%
+126,819.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.6% | -3.7% |
| 7D | +10.0% | +3.2% | +6.8% | +8.7% |
| 30D | -14.8% | +19.5% | -34.3% | -20.9% |
| 3M | -27.2% | -2.4% | -24.8% | -27.4% |
| 6M | -17.5% | +3.8% | -21.3% | -20.4% |
| YTD | +25.8% | -5.4% | +31.2% | +23.5% |
| 1Y | +31.8% | +1.1% | +30.7% | +25.7% |
| 3Y | +195.3% | -27.1% | +222.4% | +212.2% |
| 5Y | +285.9% | -40.3% | +326.2% | +338.1% |
| 10Y | +2,247.6% | +6.0% | +2,241.6% | +2,038.6% |
| All | +129,057.6% | +2,238.2% | +126,819.4% | +42,613.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling