+133.4%
KR vs FANG
+182.5%
-49.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -0.2% | +2.9% | -3.1% | -0.3% |
| 30D | +5.1% | +2.6% | +2.4% | +4.9% |
| 3M | -8.2% | +7.6% | -15.7% | -8.5% |
| 6M | -18.0% | +17.3% | -35.3% | -18.7% |
| YTD | -4.8% | +38.7% | -43.4% | -6.3% |
| 1Y | -11.0% | +51.6% | -62.7% | -12.8% |
| 3Y | +37.7% | +50.0% | -12.3% | +34.2% |
| 5Y | +52.8% | +237.6% | -184.8% | +44.0% |
| All | +133.4% | +182.5% | -49.1% | +129.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling