+115.5%
KEEL vs EXPD
+201.4%
-85.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -6.1% |
| 7D | +18.2% | +3.6% | +14.6% | +15.5% |
| 30D | -32.1% | +0.3% | -32.3% | -31.7% |
| 3M | -44.9% | +6.1% | -51.0% | -46.6% |
| 6M | -52.1% | +27.4% | -79.4% | -59.0% |
| YTD | -17.0% | +32.0% | -49.0% | -32.3% |
| 1Y | -38.5% | +40.5% | -79.0% | -52.0% |
| 3Y | +62.5% | +75.7% | -13.2% | +3.9% |
| 5Y | -77.3% | +61.7% | -139.0% | -85.1% |
| All | +115.5% | +201.4% | -85.9% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling