+39.5%
EXPE vs KEY
+11.7%
+27.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.3% | -4.6% |
| 7D | -9.3% | -1.3% | -8.1% | -8.5% |
| 30D | +0.1% | +5.1% | -5.0% | -1.9% |
| 3M | -15.3% | -7.1% | -8.2% | -12.0% |
| 6M | +5.5% | -4.4% | +9.8% | +7.8% |
| YTD | -8.0% | +4.0% | -12.0% | -9.8% |
| 1Y | +18.9% | +23.4% | -4.5% | +7.6% |
| 3Y | +135.5% | +113.9% | +21.6% | +62.7% |
| All | +39.5% | +11.7% | +27.8% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling