+4,235.9%
KO vs FDX
+4,233.7%
+2.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.7% |
| 7D | -1.8% | -2.5% | +0.8% | -1.3% |
| 30D | +1.4% | +3.8% | -2.4% | +0.7% |
| 3M | +15.4% | -1.3% | +16.7% | +15.4% |
| 6M | +14.3% | +5.0% | +9.3% | +12.6% |
| YTD | +27.7% | +39.6% | -12.0% | +19.0% |
| 1Y | +32.7% | +81.1% | -48.4% | +17.6% |
| 3Y | +62.2% | +63.0% | -0.8% | +43.4% |
| 5Y | +80.0% | +65.6% | +14.4% | +54.9% |
| 10Y | +175.6% | +183.4% | -7.7% | +102.9% |
| All | +4,235.9% | +4,233.7% | +2.3% | +1,466.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling