When you go to the online pokedex on Pokemon.com, at Keldeo's page you notice Keldeo's weaknesses. There are Flying, Electr, Grass and Bug. Why Bug, since keldeo is a fighting type?
Yes it is a mistake on their part. They must have put Bug instead of Psychic, which is the other type Keldeo is actually weak to. All websites have mistakes sometimes, even this one :)
So to summarise: our Keldeo Pokedex is correct. Keldeo is weak to Electric, Grass, Flying and Psychic.