+855.0%
EXPE vs KEY
+30.3%
+824.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -9.5% | +2.2% | -11.7% | -10.2% |
| 30D | -6.6% | -3.0% | -3.6% | -5.6% |
| 3M | +31.4% | +3.3% | +28.0% | +29.8% |
| 6M | +35.2% | +9.2% | +26.0% | +30.8% |
| YTD | +5.8% | +10.6% | -4.8% | +1.9% |
| 1Y | +38.7% | +20.4% | +18.3% | +29.9% |
| 3Y | +175.8% | +121.8% | +53.9% | +107.3% |
| 5Y | +111.8% | +41.1% | +70.7% | +79.4% |
| 10Y | +179.7% | +168.5% | +11.2% | +88.7% |
| All | +855.0% | +30.3% | +824.7% | +488.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling