+225.6%
FANG vs KIM
+35.9%
+189.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +2.9% | -1.7% | +4.6% | +3.6% |
| 30D | +2.6% | -3.0% | +5.6% | +3.8% |
| 3M | +7.6% | -8.9% | +16.4% | +11.4% |
| 6M | +17.3% | +2.4% | +14.9% | +15.1% |
| YTD | +38.7% | +18.3% | +20.3% | +27.3% |
| 1Y | +51.6% | +8.2% | +43.5% | +44.7% |
| 3Y | +50.0% | +44.0% | +5.9% | +24.2% |
| All | +225.6% | +35.9% | +189.7% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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