+280.1%
KEEL vs EXPD
+191.6%
+88.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.5% | -7.8% | -7.6% |
| 7D | +2.7% | +1.2% | +1.5% | +1.9% |
| 30D | +4.6% | +6.8% | -2.3% | +0.6% |
| 3M | -34.5% | +14.9% | -49.4% | -40.4% |
| 6M | +59.3% | +34.6% | +24.7% | +29.8% |
| YTD | +46.4% | +27.7% | +18.7% | +21.3% |
| 1Y | +96.6% | +57.7% | +38.9% | +38.4% |
| 3Y | +182.0% | +70.9% | +111.1% | +82.1% |
| 5Y | -38.2% | +59.5% | -97.7% | -59.3% |
| All | +280.1% | +191.6% | +88.5% | +118.8% |
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