-22.5%
KWEB vs FDX
+182.5%
-205.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -5.6% | -3.3% | -2.3% | -4.5% |
| 30D | -10.7% | -4.5% | -6.2% | -9.4% |
| 3M | -7.4% | -7.3% | -0.1% | -5.3% |
| 6M | -19.3% | +7.5% | -26.9% | -22.3% |
| YTD | -27.8% | +35.1% | -62.8% | -36.1% |
| 1Y | -35.9% | +71.4% | -107.4% | -48.1% |
| 3Y | -1.9% | +60.8% | -62.7% | -21.9% |
| 5Y | -43.2% | +65.5% | -108.7% | -56.8% |
| All | -22.5% | +182.5% | -205.0% | -51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling