+67.1%
KDP vs FOXA
+96.5%
-29.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +1.8% |
| 7D | +8.2% | +0.4% | +7.8% | +8.1% |
| 30D | +18.4% | +7.9% | +10.4% | +16.8% |
| 3M | +29.2% | +6.7% | +22.5% | +27.6% |
| 6M | +32.3% | +7.5% | +24.8% | +29.7% |
| YTD | +38.5% | -6.9% | +45.4% | +38.8% |
| 1Y | +48.5% | +2.2% | +46.3% | +46.4% |
| 3Y | +32.5% | +131.4% | -98.9% | +10.5% |
| 5Y | +19.7% | +76.2% | -56.5% | +4.1% |
| All | +67.1% | +96.5% | -29.4% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling