+81.6%
KO vs FDX
+64.2%
+17.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -1.1% | -3.9% | +2.8% | -0.8% |
| 30D | +1.6% | -3.3% | +4.9% | +1.8% |
| 3M | +5.8% | -2.0% | +7.7% | +5.8% |
| 6M | +14.3% | +8.0% | +6.2% | +13.2% |
| YTD | +27.3% | +35.0% | -7.7% | +23.4% |
| 1Y | +33.2% | +73.7% | -40.5% | +26.1% |
| 3Y | +64.5% | +61.6% | +2.9% | +54.4% |
| All | +81.6% | +64.2% | +17.5% | +66.6% |
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