+81.1%
FDX vs KEEL
+169.0%
-87.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.1% | -0.6% |
| 7D | -2.5% | +7.8% | -10.3% | -2.6% |
| 30D | +3.8% | -11.7% | +15.5% | +3.9% |
| 3M | -1.3% | -41.5% | +40.2% | -0.6% |
| 6M | +5.0% | +54.9% | -49.9% | +4.2% |
| YTD | +39.6% | +47.7% | -8.0% | +38.4% |
| 1Y | +81.1% | +177.6% | -96.5% | +85.9% |
| All | +81.1% | +169.0% | -87.9% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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