+177.9%
KO vs CMCSA
+7.3%
+170.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | -0.3% |
| 7D | -1.1% | -5.6% | +4.4% | +0.4% |
| 30D | +1.6% | -1.9% | +3.4% | +2.0% |
| 3M | +5.8% | +6.4% | -0.7% | +3.7% |
| 6M | +14.3% | -16.9% | +31.2% | +19.0% |
| YTD | +27.3% | -6.8% | +34.1% | +28.2% |
| 1Y | +33.2% | -15.9% | +49.1% | +37.7% |
| 3Y | +64.5% | -33.4% | +97.9% | +78.7% |
| 5Y | +83.1% | -46.7% | +129.8% | +111.3% |
| All | +177.9% | +7.3% | +170.6% | +161.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling