+183.9%
FDX vs KGC
+646.4%
-462.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.5% |
| 7D | -2.5% | -1.3% | -1.2% | -2.5% |
| 30D | +3.8% | +20.3% | -16.5% | +3.1% |
| 3M | -1.3% | +8.1% | -9.4% | -1.7% |
| 6M | +5.0% | -8.8% | +13.8% | +5.0% |
| YTD | +39.6% | +10.1% | +29.6% | +38.7% |
| 1Y | +81.1% | +44.2% | +36.9% | +78.4% |
| 3Y | +63.0% | +533.0% | -470.0% | +52.4% |
| 5Y | +65.6% | +443.0% | -377.4% | +53.5% |
| All | +183.9% | +646.4% | -462.5% | +183.8% |
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