+135.5%
KEY vs XPO
+165.6%
-30.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -1.1% |
| 7D | +2.2% | +2.4% | -0.2% | +1.4% |
| 30D | -3.0% | -3.5% | +0.5% | -2.1% |
| 3M | +3.3% | -11.9% | +15.3% | +6.9% |
| 6M | +9.2% | -10.0% | +19.2% | +11.5% |
| YTD | +10.6% | +42.1% | -31.4% | -2.9% |
| 1Y | +20.4% | +47.6% | -27.2% | +3.6% |
| All | +135.5% | +165.6% | -30.1% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling