+118.5%
EXPE vs KEY
+121.9%
-3.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.4% |
| 7D | -13.3% | -0.4% | -12.9% | -12.9% |
| 30D | -5.5% | +7.2% | -12.7% | -8.6% |
| 3M | -16.5% | -4.9% | -11.6% | -14.1% |
| 6M | +13.1% | +1.1% | +12.0% | +12.5% |
| YTD | -8.0% | +6.8% | -14.8% | -11.3% |
| 1Y | +1.1% | +23.3% | -22.2% | -9.5% |
| 3Y | +131.2% | +126.1% | +5.1% | +47.3% |
| 5Y | +39.8% | +15.2% | +24.6% | +20.4% |
| 10Y | +118.5% | +113.6% | +4.9% | +39.0% |
| All | +118.5% | +121.9% | -3.4% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling