-1.4%
EXPE vs KEY
+23.0%
-24.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.1% |
| 7D | -17.8% | -0.5% | -17.2% | -17.3% |
| 30D | -3.2% | +6.7% | -10.0% | -6.4% |
| 3M | -19.0% | -4.6% | -14.4% | -16.7% |
| 6M | +17.7% | +2.6% | +15.1% | +16.0% |
| YTD | -7.8% | +7.0% | -14.7% | -12.5% |
| 1Y | -1.4% | +23.5% | -24.8% | -19.4% |
| All | -1.4% | +23.0% | -24.3% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling