+196.3%
FDX vs KEYS
+1,095.1%
-898.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.3% |
| 7D | -3.3% | +4.4% | -7.7% | -5.0% |
| 30D | -1.4% | -2.2% | +0.8% | -0.9% |
| 3M | -4.5% | +0.5% | -5.1% | -5.7% |
| 6M | +9.4% | +22.4% | -13.0% | -0.7% |
| YTD | +36.0% | +64.1% | -28.1% | +7.8% |
| 1Y | +75.5% | +97.0% | -21.4% | +28.0% |
| 3Y | +62.8% | +152.0% | -89.2% | +4.9% |
| 5Y | +64.4% | +83.7% | -19.3% | +17.6% |
| 10Y | +175.5% | +997.9% | -822.4% | -0.8% |
| All | +196.3% | +1,095.1% | -898.7% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded KEYS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling