+125.4%
EXPE vs KEY
+107.2%
+18.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.1% |
| 7D | -17.8% | -0.5% | -17.2% | -17.4% |
| 30D | -3.2% | +6.7% | -10.0% | -6.2% |
| 3M | -19.0% | -4.6% | -14.4% | -16.8% |
| 6M | +17.7% | +2.6% | +15.1% | +16.2% |
| YTD | -7.8% | +7.0% | -14.7% | -11.2% |
| 1Y | -1.4% | +23.5% | -24.8% | -11.8% |
| 3Y | +121.9% | +126.4% | -4.5% | +41.1% |
| 5Y | +44.3% | +13.0% | +31.2% | +25.6% |
| 10Y | +125.4% | +99.5% | +25.9% | +35.1% |
| All | +125.4% | +107.2% | +18.2% | +35.1% |
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