+43.2%
KO vs FDX
+65.6%
-22.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.7% |
| 7D | +4.4% | +8.1% | -3.7% | +3.6% |
| 30D | +10.7% | +13.9% | -3.2% | +9.4% |
| 3M | +11.3% | +5.5% | +5.8% | +10.7% |
| 6M | +24.0% | +15.1% | +8.9% | +21.6% |
| YTD | +39.7% | +43.2% | -3.5% | +32.6% |
| 1Y | +43.2% | +65.0% | -21.8% | +29.8% |
| All | +43.2% | +65.6% | -22.4% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling