+47.7%
KDP vs FOXA
+2.8%
+44.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.7% |
| 7D | +4.0% | -2.4% | +6.4% | +4.1% |
| 30D | +16.8% | +8.6% | +8.2% | +16.5% |
| 3M | +32.0% | +9.9% | +22.2% | +31.7% |
| 6M | +35.2% | +0.8% | +34.3% | +33.9% |
| YTD | +40.9% | -6.1% | +47.0% | +41.5% |
| 1Y | +47.7% | +3.3% | +44.4% | +41.5% |
| All | +47.7% | +2.8% | +44.8% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling