-38.5%
KEEL vs EXPD
+41.2%
-79.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -5.9% |
| 7D | +18.2% | +3.6% | +14.6% | +17.2% |
| 30D | -32.1% | +0.3% | -32.3% | -31.7% |
| 3M | -44.9% | +6.1% | -51.0% | -44.9% |
| 6M | -52.1% | +27.4% | -79.4% | -53.0% |
| YTD | -17.0% | +32.0% | -49.0% | -24.6% |
| 1Y | -38.5% | +40.5% | -79.0% | -44.0% |
| All | -38.5% | +41.2% | -79.7% | -44.0% |
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