+79.0%
FDX vs KEY
+12.4%
+66.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -2.9% |
| 7D | +2.9% | -2.5% | +5.4% | +3.9% |
| 30D | +9.6% | +4.1% | +5.5% | +8.1% |
| 3M | +2.4% | -8.4% | +10.7% | +5.5% |
| 6M | +9.2% | -2.3% | +11.5% | +9.9% |
| YTD | +37.7% | +4.6% | +33.1% | +35.3% |
| 1Y | +56.1% | +24.6% | +31.6% | +44.4% |
| 3Y | +68.9% | +112.8% | -43.8% | +30.5% |
| 5Y | +79.0% | +12.9% | +66.0% | +79.8% |
| All | +79.0% | +12.4% | +66.6% | +79.8% |
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