+128.7%
KEY vs XPO
+133.2%
-4.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.1% |
| 7D | +2.9% | +9.0% | -6.0% | +0.2% |
| 30D | +8.4% | +4.2% | +4.3% | +6.9% |
| 3M | -5.8% | -8.7% | +2.9% | -3.4% |
| 6M | +5.4% | -2.8% | +8.2% | +5.3% |
| YTD | +7.1% | +41.9% | -34.8% | -6.7% |
| 1Y | +26.8% | +42.3% | -15.5% | +10.2% |
| 3Y | +128.7% | +127.3% | +1.4% | +74.3% |
| All | +128.7% | +133.2% | -4.5% | +74.3% |
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