-45.3%
KEEL vs EXPD
+53.8%
-99.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.6% |
| 7D | -13.6% | +0.3% | -13.9% | -13.5% |
| 30D | -39.1% | +1.8% | -41.0% | -39.2% |
| 3M | -48.9% | +8.9% | -57.8% | -49.3% |
| 6M | -35.4% | +42.2% | -77.6% | -39.0% |
| YTD | -10.6% | +33.4% | -44.0% | -20.8% |
| 1Y | -45.3% | +47.2% | -92.5% | -55.9% |
| All | -45.3% | +53.8% | -99.1% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling