+65.4%
FDX vs KEYS
+79.0%
-13.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.4% |
| 7D | -3.9% | +0.9% | -4.8% | -4.2% |
| 30D | -3.3% | -5.3% | +2.0% | -1.7% |
| 3M | -2.0% | +0.5% | -2.5% | -3.2% |
| 6M | +8.0% | +14.0% | -6.0% | +1.0% |
| YTD | +35.0% | +60.3% | -25.3% | +8.2% |
| 1Y | +73.7% | +91.3% | -17.6% | +28.0% |
| 3Y | +61.6% | +146.1% | -84.6% | +4.3% |
| 5Y | +65.4% | +80.8% | -15.4% | +10.7% |
| All | +65.4% | +79.0% | -13.6% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling