-35.3%
KEEL vs XPO
+261.3%
-296.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +2.9% | -5.7% | +8.5% | +6.5% |
| 30D | +0.8% | -12.8% | +13.7% | +9.6% |
| 3M | -35.3% | -20.0% | -15.4% | -26.6% |
| 6M | +59.4% | -6.0% | +65.4% | +63.8% |
| YTD | +51.9% | +34.0% | +17.9% | +23.9% |
| 1Y | +75.0% | +35.6% | +39.4% | +38.8% |
| 3Y | +224.5% | +152.3% | +72.3% | +53.2% |
| All | -35.3% | +261.3% | -296.6% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 5y: compounded portfolio wealth divided by compounded XPO 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…
5y analysis · Full analysis span regression · 6 months rolling