+76.2%
FDX vs KEEL
-78.9%
+155.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +1.8% |
| 7D | +5.2% | -0.5% | +5.7% | +5.2% |
| 30D | +11.3% | -27.1% | +38.3% | +13.0% |
| 3M | -4.1% | -43.8% | +39.7% | -1.4% |
| 6M | +9.6% | -55.2% | +64.8% | +13.1% |
| YTD | +40.9% | -20.9% | +61.7% | +37.7% |
| 1Y | +53.0% | -28.5% | +81.5% | +50.0% |
| 3Y | +74.1% | +66.1% | +8.0% | +43.0% |
| All | +76.2% | -78.9% | +155.1% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling