+1,044.7%
KEY vs EXPD
+32,316.9%
-31,272.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.6% |
| 7D | +1.7% | +0.3% | +1.4% | +1.5% |
| 30D | +6.8% | +1.8% | +4.9% | +6.1% |
| 3M | -5.8% | +8.9% | -14.7% | -8.6% |
| 6M | +1.4% | +42.2% | -40.8% | -10.4% |
| YTD | +7.5% | +33.4% | -25.8% | -3.5% |
| 1Y | +29.6% | +47.2% | -17.6% | +12.4% |
| 3Y | +118.8% | +81.3% | +37.5% | +75.2% |
| 5Y | +16.8% | +60.2% | -43.4% | -3.1% |
| 10Y | +133.0% | +339.5% | -206.5% | +42.1% |
| All | +1,044.7% | +32,316.9% | -31,272.1% | +314.2% |
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 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