+156.3%
FDX vs KGC
+496.6%
-340.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.7% | +3.4% |
| 7D | +0.2% | +11.1% | -11.0% | -0.2% |
| 30D | +9.3% | -3.7% | +13.0% | +9.4% |
| 3M | +0.5% | -17.2% | +17.7% | +1.0% |
| 6M | +5.3% | -27.3% | +32.6% | +6.2% |
| YTD | +38.6% | -18.5% | +57.1% | +39.1% |
| 1Y | +53.5% | -5.7% | +59.2% | +53.5% |
| 3Y | +74.2% | +336.5% | -262.2% | +65.7% |
| 5Y | +75.3% | +298.7% | -223.4% | +64.9% |
| 10Y | +156.3% | +538.5% | -382.3% | +150.6% |
| All | +156.3% | +496.6% | -340.3% | +150.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling