+17.6%
KDP vs FANG
+52.7%
-35.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.7% | +2.9% | -6.6% | -3.6% |
| 30D | +6.2% | +2.6% | +3.6% | +6.3% |
| 3M | +1.2% | +7.6% | -6.3% | +1.5% |
| 6M | +15.3% | +17.3% | -2.0% | +14.5% |
| YTD | +14.8% | +38.7% | -23.9% | +12.4% |
| 1Y | +17.6% | +51.6% | -34.0% | +15.5% |
| All | +17.6% | +52.7% | -35.1% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling