+52.0%
KR vs FDX
+64.3%
-12.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.2% | -3.3% | +3.1% | -0.1% |
| 30D | +5.1% | -4.5% | +9.6% | +5.2% |
| 3M | -8.2% | -7.3% | -0.8% | -8.0% |
| 6M | -18.0% | +7.5% | -25.5% | -18.2% |
| YTD | -4.8% | +35.1% | -39.9% | -5.9% |
| 1Y | -11.0% | +71.4% | -82.4% | -13.1% |
| 3Y | +37.7% | +60.8% | -23.1% | +33.5% |
| All | +52.0% | +64.3% | -12.2% | +43.0% |
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