+167.0%
KEY vs XPO
+1,450.2%
-1,283.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.1% |
| 7D | +2.7% | +2.7% | 0.0% | +1.6% |
| 30D | -3.2% | -6.2% | +3.0% | -0.9% |
| 3M | +1.0% | -15.4% | +16.4% | +7.3% |
| 6M | +11.9% | +0.7% | +11.1% | +9.9% |
| YTD | +8.7% | +39.8% | -31.1% | -7.6% |
| 1Y | +18.5% | +43.3% | -24.8% | -1.4% |
| 3Y | +124.0% | +166.0% | -42.1% | +34.2% |
| 5Y | +40.8% | +274.2% | -233.3% | -32.1% |
| 10Y | +167.0% | +1,429.0% | -1,262.0% | -32.2% |
| All | +167.0% | +1,450.2% | -1,283.2% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling