+37.7%
KR vs FDX
+60.5%
-22.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.2% | -3.3% | +3.1% | -0.3% |
| 30D | +5.1% | -4.5% | +9.6% | +4.8% |
| 3M | -8.2% | -7.3% | -0.8% | -8.5% |
| 6M | -18.0% | +7.5% | -25.5% | -17.4% |
| YTD | -4.8% | +35.1% | -39.9% | -3.0% |
| 1Y | -11.0% | +71.4% | -82.4% | -8.3% |
| 3Y | +37.7% | +60.8% | -23.1% | +40.6% |
| All | +37.7% | +60.5% | -22.9% | +40.6% |
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 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