+1,013.4%
KEY vs EXPD
+30,870.6%
-29,857.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.7% | -1.2% |
| 7D | -2.5% | -4.8% | +2.3% | -0.9% |
| 30D | +4.1% | -1.5% | +5.6% | +4.5% |
| 3M | -8.4% | +4.1% | -12.5% | -9.7% |
| 6M | -2.3% | +24.0% | -26.3% | -9.5% |
| YTD | +4.6% | +27.4% | -22.8% | -4.7% |
| 1Y | +24.6% | +38.4% | -13.8% | +10.3% |
| 3Y | +112.8% | +73.2% | +39.6% | +73.0% |
| 5Y | +12.9% | +59.9% | -46.9% | -6.2% |
| 10Y | +126.7% | +319.9% | -193.3% | +40.3% |
| All | +1,013.4% | +30,870.6% | -29,857.2% | +309.1% |
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 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