+153.5%
FDX vs KEY
+96.4%
+57.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +5.2% | +2.9% | +2.3% | +4.0% |
| 30D | +11.3% | +8.4% | +2.8% | +7.8% |
| 3M | -4.1% | -5.8% | +1.7% | -1.9% |
| 6M | +9.6% | +5.4% | +4.2% | +7.1% |
| YTD | +40.9% | +7.1% | +33.8% | +36.8% |
| 1Y | +53.0% | +26.8% | +26.2% | +38.9% |
| 3Y | +74.1% | +128.7% | -54.6% | +22.8% |
| 5Y | +75.1% | +13.6% | +61.4% | +56.1% |
| All | +153.5% | +96.4% | +57.1% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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