+70.2%
FDX vs KEY
+107.3%
-37.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -2.6% |
| 7D | +2.9% | -2.5% | +5.4% | +4.1% |
| 30D | +9.6% | +4.1% | +5.5% | +7.7% |
| 3M | +2.4% | -8.4% | +10.7% | +6.2% |
| 6M | +9.2% | -2.3% | +11.5% | +10.0% |
| YTD | +37.7% | +4.6% | +33.1% | +34.7% |
| 1Y | +56.1% | +24.6% | +31.6% | +41.9% |
| All | +70.2% | +107.3% | -37.1% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling