+13.4%
KDP vs FDX
+73.8%
-60.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.3% |
| 7D | -4.0% | +0.8% | -4.8% | -4.1% |
| 30D | +8.5% | +9.9% | -1.4% | +7.2% |
| 3M | +20.7% | -1.9% | +22.6% | +20.9% |
| 6M | +23.2% | +6.1% | +17.1% | +22.2% |
| YTD | +30.5% | +38.8% | -8.3% | +25.6% |
| 1Y | +35.9% | +50.0% | -14.1% | +29.6% |
| 3Y | +24.8% | +71.0% | -46.2% | +15.4% |
| 5Y | +13.4% | +72.5% | -59.1% | +7.7% |
| All | +13.4% | +73.8% | -60.4% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling