+43.8%
KDP vs FOXA
+90.8%
-47.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.3% |
| 7D | +1.3% | -4.0% | +5.2% | +1.9% |
| 30D | +6.0% | +12.0% | -6.0% | +4.0% |
| 3M | +9.2% | +0.3% | +8.9% | +8.6% |
| 6M | +14.7% | +12.5% | +2.2% | +11.6% |
| YTD | +19.2% | -9.6% | +28.8% | +20.3% |
| 1Y | +15.2% | +8.6% | +6.6% | +12.2% |
| 3Y | +6.0% | +118.5% | -112.6% | -10.6% |
| 5Y | +5.4% | +88.8% | -83.3% | -9.7% |
| All | +43.8% | +90.8% | -47.0% | +10.8% |
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