+4,210.3%
KO vs CMCSA
+2,150.2%
+2,060.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.6% | +5.7% | +0.2% |
| 7D | -0.8% | -8.3% | +7.5% | +0.7% |
| 30D | +0.8% | -2.4% | +3.2% | +1.2% |
| 3M | +8.3% | +4.5% | +3.8% | +7.4% |
| 6M | +14.0% | -18.8% | +32.8% | +17.6% |
| YTD | +26.9% | -8.9% | +35.8% | +28.2% |
| 1Y | +32.7% | -18.3% | +51.0% | +36.3% |
| 3Y | +63.9% | -35.0% | +98.9% | +73.5% |
| 5Y | +81.7% | -48.2% | +129.9% | +97.8% |
| 10Y | +183.0% | +4.6% | +178.5% | +171.3% |
| All | +4,210.3% | +2,150.2% | +2,060.1% | +2,061.1% |
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 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