+149.2%
FDX vs KEY
+120.9%
+28.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -1.6% | -1.3% | -0.4% | -1.1% |
| 30D | +6.6% | +5.1% | +1.5% | +4.5% |
| 3M | -2.1% | -7.1% | +5.0% | +0.7% |
| 6M | +2.2% | -4.4% | +6.5% | +3.7% |
| YTD | +33.9% | +4.0% | +29.9% | +31.6% |
| 1Y | +50.2% | +23.4% | +26.8% | +37.9% |
| 3Y | +65.5% | +113.9% | -48.4% | +20.0% |
| 5Y | +74.1% | +12.3% | +61.7% | +55.8% |
| All | +149.2% | +120.9% | +28.3% | +66.8% |
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