+67.1%
FDX vs KEY
+40.7%
+26.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | -2.5% | +2.2% | -4.7% | -3.3% |
| 30D | +3.8% | -3.0% | +6.8% | +4.8% |
| 3M | -1.3% | +3.3% | -4.6% | -2.5% |
| 6M | +5.0% | +9.2% | -4.2% | +1.8% |
| YTD | +39.6% | +10.6% | +29.0% | +34.6% |
| 1Y | +81.1% | +20.4% | +60.7% | +69.4% |
| 3Y | +63.0% | +121.8% | -58.8% | +24.0% |
| All | +67.1% | +40.7% | +26.4% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling