+174.5%
KDP vs FDX
+185.1%
-10.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +1.3% | -2.5% | +3.8% | +1.7% |
| 30D | +6.0% | +3.8% | +2.2% | +5.3% |
| 3M | +9.2% | -1.3% | +10.5% | +9.3% |
| 6M | +14.7% | +5.0% | +9.7% | +13.3% |
| YTD | +19.2% | +39.6% | -20.5% | +11.9% |
| 1Y | +15.2% | +81.1% | -66.0% | +3.2% |
| 3Y | +6.0% | +63.0% | -57.1% | -5.4% |
| 5Y | +5.4% | +65.6% | -60.2% | -8.0% |
| All | +174.5% | +185.1% | -10.6% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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