+4,087.3%
FDX vs KEY
+1,050.5%
+3,036.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | -2.5% | +2.2% | -4.7% | -3.2% |
| 30D | +3.8% | -3.0% | +6.8% | +4.7% |
| 3M | -1.3% | +3.3% | -4.6% | -2.4% |
| 6M | +5.0% | +9.2% | -4.2% | +2.2% |
| YTD | +39.6% | +10.6% | +29.0% | +35.2% |
| 1Y | +81.1% | +20.4% | +60.7% | +70.6% |
| 3Y | +63.0% | +121.8% | -58.8% | +25.1% |
| 5Y | +65.6% | +41.1% | +24.5% | +39.9% |
| 10Y | +183.4% | +168.5% | +14.8% | +87.4% |
| All | +4,087.3% | +1,050.5% | +3,036.8% | +1,187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling