+60.7%
FDX vs KEEL
+186.7%
-126.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.3% | +8.1% | +1.2% |
| 7D | -3.9% | +2.7% | -6.5% | -4.0% |
| 30D | -3.3% | +4.6% | -7.9% | -3.7% |
| 3M | -2.0% | -34.5% | +32.5% | -0.7% |
| 6M | +8.0% | +59.3% | -51.2% | +4.0% |
| YTD | +35.0% | +46.4% | -11.4% | +29.9% |
| 1Y | +73.7% | +96.6% | -22.9% | +60.6% |
| All | +60.7% | +186.7% | -126.0% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling