+730.7%
EXPE vs KEY
+22.5%
+708.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.3% | -4.7% |
| 7D | -9.3% | -1.3% | -8.1% | -8.7% |
| 30D | +0.1% | +5.1% | -5.0% | -1.4% |
| 3M | -15.3% | -7.1% | -8.2% | -12.9% |
| 6M | +5.5% | -4.4% | +9.8% | +7.2% |
| YTD | -8.0% | +4.0% | -12.0% | -9.2% |
| 1Y | +18.9% | +23.4% | -4.5% | +10.7% |
| 3Y | +135.5% | +113.9% | +21.6% | +79.9% |
| 5Y | +44.3% | +12.3% | +32.0% | +32.1% |
| 10Y | +117.7% | +125.5% | -7.8% | +55.2% |
| All | +730.7% | +22.5% | +708.2% | +424.4% |
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 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