+86.4%
KRE vs FDX
+62.0%
+24.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.2% |
| 7D | +2.3% | -3.3% | +5.6% | +3.7% |
| 30D | -2.5% | -1.4% | -1.1% | -2.1% |
| 3M | +6.2% | -4.5% | +10.7% | +7.7% |
| 6M | +15.8% | +9.4% | +6.4% | +9.9% |
| YTD | +16.0% | +36.0% | -20.0% | -0.4% |
| 1Y | +16.2% | +75.5% | -59.3% | -11.2% |
| 3Y | +86.4% | +62.8% | +23.6% | +40.7% |
| All | +86.4% | +62.0% | +24.4% | +40.7% |
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