+237.3%
KEEL vs EXPD
+69.2%
+168.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | +19.3% | +1.2% | +18.1% | +18.7% |
| 30D | +9.1% | +5.2% | +3.9% | +7.2% |
| 3M | -31.5% | +13.2% | -44.8% | -35.0% |
| 6M | +75.8% | +30.3% | +45.5% | +56.1% |
| YTD | +57.9% | +27.0% | +30.8% | +40.0% |
| 1Y | +133.3% | +57.3% | +76.0% | +82.3% |
| All | +237.3% | +69.2% | +168.1% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling