+554.8%
KDP vs FANG
+1,373.6%
-818.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +2.1% | -1.7% | +3.8% | +2.2% |
| 30D | +8.5% | +6.8% | +1.7% | +7.9% |
| 3M | +6.6% | +1.3% | +5.3% | +6.4% |
| 6M | +17.1% | +11.8% | +5.3% | +15.9% |
| YTD | +19.0% | +35.1% | -16.0% | +16.2% |
| 1Y | +21.8% | +48.9% | -27.2% | +17.9% |
| 3Y | +6.4% | +42.8% | -36.4% | +2.5% |
| 5Y | +5.1% | +230.3% | -225.1% | -6.0% |
| 10Y | +175.8% | +167.0% | +8.8% | +123.1% |
| All | +554.8% | +1,373.6% | -818.8% | +359.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling