+65.0%
FDX vs KEEL
-45.0%
+110.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.1% | +7.7% | +3.6% |
| 7D | +8.1% | -13.6% | +21.7% | +8.3% |
| 30D | +13.9% | -39.1% | +53.1% | +14.7% |
| 3M | +5.5% | -48.9% | +54.4% | +6.5% |
| 6M | +15.1% | -35.4% | +50.5% | +15.3% |
| YTD | +43.2% | -10.6% | +53.8% | +42.0% |
| 1Y | +65.0% | -45.3% | +110.4% | +62.2% |
| All | +65.0% | -45.0% | +110.0% | +62.2% |
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