+23.0%
KEY vs EXPD
+39.7%
-16.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +1.9% |
| 7D | -0.4% | -5.5% | +5.1% | +1.1% |
| 30D | +7.2% | -1.9% | +9.1% | +7.6% |
| 3M | -4.9% | +6.1% | -11.0% | -6.5% |
| 6M | +1.1% | +21.6% | -20.6% | -4.1% |
| YTD | +6.8% | +27.9% | -21.1% | -0.6% |
| All | +23.0% | +39.7% | -16.7% | +12.6% |
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