-27.2%
KWEB vs FDX
+80.8%
-108.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.1% |
| 7D | -1.0% | -2.5% | +1.5% | -0.7% |
| 30D | -8.7% | +3.8% | -12.5% | -9.2% |
| 3M | -4.0% | -1.3% | -2.7% | -3.8% |
| 6M | -13.1% | +5.0% | -18.2% | -14.9% |
| YTD | -23.5% | +39.6% | -63.1% | -31.3% |
| 1Y | -27.2% | +81.1% | -108.3% | -38.6% |
| All | -27.2% | +80.8% | -108.0% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling