+117.9%
KEY vs EXPD
+304.0%
-186.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | +0.8% |
| 7D | -1.3% | -7.2% | +5.9% | +3.0% |
| 30D | +5.1% | -3.3% | +8.4% | +7.0% |
| 3M | -7.1% | +3.4% | -10.5% | -9.3% |
| 6M | -4.4% | +22.7% | -27.1% | -16.2% |
| YTD | +4.0% | +24.5% | -20.5% | -11.2% |
| 1Y | +23.4% | +38.6% | -15.2% | -1.8% |
| 3Y | +113.9% | +71.5% | +42.4% | +43.0% |
| 5Y | +12.3% | +56.2% | -43.9% | -21.7% |
| All | +117.9% | +304.0% | -186.1% | -20.1% |
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