+91.4%
EXPE vs KEYS
+87.1%
+4.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | -0.2% |
| 7D | -5.8% | +3.5% | -9.3% | -7.2% |
| 30D | -13.6% | -4.5% | -9.1% | -12.4% |
| 3M | +25.2% | -0.4% | +25.6% | +22.5% |
| 6M | +22.3% | +19.1% | +3.2% | +8.4% |
| YTD | -0.3% | +66.7% | -67.0% | -28.4% |
| 1Y | +27.8% | +96.5% | -68.7% | -17.3% |
| 3Y | +162.4% | +155.2% | +7.3% | +39.5% |
| All | +91.4% | +87.1% | +4.3% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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