+120.5%
EXPE vs KEEL
+280.1%
-159.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.3% | +8.8% | +2.0% |
| 7D | -8.7% | +2.7% | -11.3% | -8.9% |
| 30D | -13.6% | +4.6% | -18.2% | -14.2% |
| 3M | +26.6% | -34.5% | +61.1% | +28.4% |
| 6M | +19.9% | +59.3% | -39.3% | +13.5% |
| YTD | -1.7% | +46.4% | -48.1% | -7.0% |
| 1Y | +29.4% | +96.6% | -67.1% | +17.4% |
| 3Y | +155.7% | +182.0% | -26.3% | +114.0% |
| 5Y | +93.1% | -38.2% | +131.3% | +63.5% |
| All | +120.5% | +280.1% | -159.7% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling