-13.0%
KMB vs FANG
+45.6%
-58.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | -7.7% | +1.2% | -8.9% | -7.6% |
| 30D | -8.2% | +2.4% | -10.6% | -8.1% |
| 3M | -1.9% | +5.1% | -7.0% | -1.5% |
| 6M | -0.7% | +16.4% | -17.1% | -0.5% |
| YTD | +1.4% | +39.0% | -37.6% | +1.3% |
| 1Y | -19.1% | +50.6% | -69.8% | -19.2% |
| All | -13.0% | +45.6% | -58.5% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling