+76.2%
FDX vs KGC
+226.6%
-150.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +5.2% | -6.7% | +11.8% | +5.8% |
| 30D | +11.3% | -6.7% | +17.9% | +11.7% |
| 3M | -4.1% | -22.6% | +18.5% | -2.4% |
| 6M | +9.6% | -33.4% | +43.1% | +12.5% |
| YTD | +40.9% | -26.0% | +66.9% | +42.8% |
| 1Y | +53.0% | -18.3% | +71.3% | +54.1% |
| 3Y | +74.1% | +315.8% | -241.7% | +47.9% |
| All | +76.2% | +226.6% | -150.5% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling