+16.4%
FANG vs KIM
+3.0%
+13.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +0.8% |
| 7D | +1.2% | -1.5% | +2.7% | +0.6% |
| 30D | +2.4% | -1.7% | +4.1% | +1.6% |
| 3M | +5.1% | -7.1% | +12.2% | +1.6% |
| 6M | +16.4% | +2.9% | +13.6% | +21.6% |
| All | +16.4% | +3.0% | +13.4% | +21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling