+50.0%
EXPE vs KEEL
-45.0%
+95.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -4.1% | +14.6% | +10.3% |
| 7D | +14.6% | -13.6% | +28.2% | +14.3% |
| 30D | +21.4% | -39.1% | +60.5% | +19.9% |
| 3M | +1.4% | -48.9% | +50.3% | +0.1% |
| 6M | +28.6% | -35.4% | +64.0% | +25.3% |
| YTD | +12.1% | -10.6% | +22.8% | +6.6% |
| 1Y | +50.0% | -45.3% | +95.3% | +38.4% |
| All | +50.0% | -45.0% | +95.0% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling