+50.6%
FDX vs KGC
-15.4%
+66.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +0.9% |
| 7D | +0.5% | +8.0% | -7.6% | -0.5% |
| 30D | +9.5% | -9.3% | +18.8% | +10.5% |
| 3M | -1.3% | -21.3% | +20.0% | +1.0% |
| 6M | +5.5% | -31.5% | +37.0% | +8.9% |
| YTD | +38.9% | -23.2% | +62.1% | +39.7% |
| All | +50.6% | -15.4% | +66.0% | +51.4% |
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