+283.2%
EXPE vs KEYS
+1,067.2%
-784.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.2% |
| 7D | -8.7% | +0.9% | -9.6% | -9.1% |
| 30D | -13.6% | -5.3% | -8.4% | -12.3% |
| 3M | +26.6% | +0.5% | +26.1% | +23.5% |
| 6M | +19.9% | +14.0% | +5.9% | +9.7% |
| YTD | -1.7% | +60.3% | -62.0% | -24.3% |
| 1Y | +29.4% | +91.3% | -61.9% | -8.7% |
| 3Y | +155.7% | +146.1% | +9.5% | +58.4% |
| 5Y | +93.1% | +80.8% | +12.3% | +34.1% |
| 10Y | +162.1% | +1,002.8% | -840.7% | -3.5% |
| All | +283.2% | +1,067.2% | -784.0% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling