+26.8%
KDP vs FDX
+74.4%
-47.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.4% |
| 7D | -0.8% | +5.2% | -6.0% | -1.4% |
| 30D | +9.7% | +11.3% | -1.6% | +8.4% |
| 3M | +17.6% | -4.1% | +21.7% | +18.0% |
| 6M | +25.8% | +9.6% | +16.1% | +24.5% |
| YTD | +33.9% | +40.9% | -7.0% | +29.8% |
| 1Y | +38.9% | +53.0% | -14.1% | +33.8% |
| 3Y | +26.8% | +74.1% | -47.3% | +16.2% |
| All | +26.8% | +74.4% | -47.7% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling