+204.3%
FDX vs KEYS
+1,072.8%
-868.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -2.5% | +2.3% | -4.8% | -3.4% |
| 30D | +3.8% | -2.6% | +6.4% | +4.5% |
| 3M | -1.3% | -4.6% | +3.3% | -0.5% |
| 6M | +5.0% | +8.7% | -3.7% | -0.1% |
| YTD | +39.6% | +61.0% | -21.4% | +11.5% |
| 1Y | +81.1% | +96.0% | -14.9% | +32.4% |
| 3Y | +63.0% | +144.4% | -81.4% | +6.4% |
| 5Y | +65.6% | +80.5% | -14.9% | +19.3% |
| 10Y | +183.4% | +974.9% | -791.6% | +2.9% |
| All | +204.3% | +1,072.8% | -868.5% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling