+152.4%
FDX vs KGC
+662.9%
-510.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | +10.4% | -8.8% | +19.2% | +10.7% |
| 3M | +0.5% | -21.1% | +21.5% | +1.2% |
| 6M | +6.5% | -32.3% | +38.8% | +7.6% |
| YTD | +40.2% | -23.5% | +63.7% | +41.1% |
| 1Y | +52.1% | -15.0% | +67.1% | +52.5% |
| 3Y | +72.8% | +327.5% | -254.7% | +64.3% |
| 5Y | +76.3% | +244.3% | -168.0% | +65.9% |
| All | +152.4% | +662.9% | -510.6% | +148.9% |
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