+38.8%
KDP vs FOXA
+90.1%
-51.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.3% |
| 7D | -4.3% | -3.7% | -0.6% | -3.7% |
| 30D | +7.8% | +5.4% | +2.5% | +6.9% |
| 3M | -0.1% | -3.7% | +3.7% | +0.1% |
| 6M | +14.0% | +12.6% | +1.4% | +10.9% |
| YTD | +15.1% | -10.0% | +25.0% | +16.1% |
| 1Y | +18.5% | +15.0% | +3.5% | +14.3% |
| 3Y | +2.9% | +115.1% | -112.2% | -13.0% |
| 5Y | +3.0% | +93.0% | -90.1% | -12.2% |
| All | +38.8% | +90.1% | -51.3% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling