+177.2%
FDX vs KEYS
+1,049.9%
-872.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.5% |
| 7D | -3.3% | +3.5% | -6.8% | -4.6% |
| 30D | -4.5% | -4.5% | 0.0% | -3.1% |
| 3M | -7.3% | -0.4% | -6.9% | -8.3% |
| 6M | +7.5% | +19.1% | -11.6% | -1.6% |
| YTD | +35.1% | +66.7% | -31.6% | +5.7% |
| 1Y | +71.4% | +96.5% | -25.0% | +24.1% |
| 3Y | +60.8% | +155.2% | -94.3% | +1.6% |
| 5Y | +65.5% | +88.0% | -22.5% | +15.9% |
| All | +177.2% | +1,049.9% | -872.7% | -0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling