-33.9%
KWEB vs FDX
+65.6%
-99.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.6% | +0.9% | +4.2% |
| 7D | +5.8% | +8.1% | -2.4% | +5.2% |
| 30D | -1.0% | +13.9% | -14.9% | -1.8% |
| 3M | -15.8% | +5.5% | -21.4% | -16.1% |
| 6M | -14.9% | +15.1% | -30.1% | -16.7% |
| YTD | -28.6% | +43.2% | -71.8% | -32.0% |
| 1Y | -33.9% | +65.0% | -99.0% | -36.2% |
| All | -33.9% | +65.6% | -99.6% | -36.2% |
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