+162.4%
EXPE vs KEEL
+197.5%
-35.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +1.2% |
| 7D | -5.8% | +2.9% | -8.7% | -6.0% |
| 30D | -13.6% | +0.8% | -14.5% | -13.9% |
| 3M | +25.2% | -35.3% | +60.5% | +27.3% |
| 6M | +22.3% | +59.4% | -37.0% | +14.9% |
| YTD | -0.3% | +51.9% | -52.2% | -6.8% |
| 1Y | +27.8% | +75.0% | -47.2% | +14.2% |
| 3Y | +162.4% | +224.5% | -62.1% | +102.1% |
| All | +162.4% | +197.5% | -35.1% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling