+65.0%
FDX vs KGC
-5.3%
+70.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.5% | -3.9% | +2.7% |
| 7D | +8.1% | -6.8% | +14.9% | +8.8% |
| 30D | +13.9% | -9.2% | +23.1% | +14.9% |
| 3M | +5.5% | -9.1% | +14.7% | +6.2% |
| 6M | +15.1% | -25.7% | +40.8% | +17.7% |
| YTD | +43.2% | -23.6% | +66.8% | +45.7% |
| 1Y | +65.0% | -4.3% | +69.3% | +69.5% |
| All | +65.0% | -5.3% | +70.4% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling