+283.4%
KEEL vs EXPD
+190.8%
+92.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.0% |
| 7D | +7.8% | -1.1% | +8.9% | +8.6% |
| 30D | -11.7% | +4.1% | -15.8% | -13.6% |
| 3M | -41.5% | +17.9% | -59.4% | -47.5% |
| 6M | +54.9% | +29.2% | +25.7% | +29.7% |
| YTD | +47.7% | +27.4% | +20.3% | +22.7% |
| 1Y | +177.6% | +56.8% | +120.8% | +96.1% |
| 3Y | +164.9% | +68.0% | +96.8% | +73.4% |
| 5Y | -45.9% | +61.9% | -107.7% | -64.5% |
| All | +283.4% | +190.8% | +92.7% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling