+24.1%
KWEB vs FDX
+335.3%
-311.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.7% |
| 7D | -1.3% | -3.3% | +2.0% | -0.1% |
| 30D | -11.5% | -1.4% | -10.1% | -11.2% |
| 3M | -2.9% | -4.5% | +1.6% | -1.8% |
| 6M | -14.6% | +9.4% | -24.0% | -18.5% |
| YTD | -25.5% | +36.0% | -61.5% | -34.8% |
| 1Y | -31.1% | +75.5% | -106.6% | -45.4% |
| 3Y | +3.0% | +62.8% | -59.8% | -19.6% |
| 5Y | -42.6% | +64.4% | -107.0% | -56.9% |
| 10Y | -21.1% | +175.5% | -196.6% | -56.3% |
| All | +24.1% | +335.3% | -311.1% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling