+75.3%
FDX vs KEY
+16.6%
+58.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +2.5% |
| 7D | +0.2% | -0.4% | +0.6% | +0.4% |
| 30D | +9.3% | +7.2% | +2.1% | +6.6% |
| 3M | +0.5% | -4.9% | +5.4% | +2.2% |
| 6M | +5.3% | +1.1% | +4.3% | +4.7% |
| YTD | +38.6% | +6.8% | +31.8% | +35.2% |
| 1Y | +53.5% | +23.3% | +30.2% | +42.5% |
| 3Y | +74.2% | +126.1% | -51.9% | +32.0% |
| 5Y | +75.3% | +15.2% | +60.1% | +74.8% |
| All | +75.3% | +16.6% | +58.7% | +74.8% |
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