+94.7%
KMB vs FANG
+1,395.6%
-1,300.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.1% |
| 7D | -8.6% | -0.4% | -8.2% | -8.6% |
| 30D | -7.5% | +2.4% | -9.9% | -7.6% |
| 3M | -0.6% | +4.9% | -5.5% | -0.7% |
| 6M | -1.5% | +12.0% | -13.6% | -1.9% |
| YTD | +1.6% | +37.1% | -35.5% | +0.8% |
| 1Y | -20.8% | +52.3% | -73.0% | -21.6% |
| 3Y | -12.4% | +45.0% | -57.3% | -13.5% |
| 5Y | -12.9% | +231.0% | -243.9% | -16.3% |
| 10Y | +14.7% | +177.5% | -162.8% | +7.0% |
| All | +94.7% | +1,395.6% | -1,300.9% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling