-2.6%
KWEB vs FDX
+60.4%
-63.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -4.3% | -3.9% | -0.4% | -3.5% |
| 30D | -13.0% | -3.3% | -9.7% | -12.5% |
| 3M | -7.6% | -2.0% | -5.6% | -7.4% |
| 6M | -21.1% | +8.0% | -29.2% | -23.1% |
| YTD | -28.2% | +35.0% | -63.2% | -33.9% |
| 1Y | -34.9% | +73.7% | -108.5% | -43.7% |
| All | -2.6% | +60.4% | -63.0% | -19.0% |
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 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