+12.2%
KEY vs XPO
+275.5%
-263.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.3% | -6.7% | +5.4% | +1.0% |
| 30D | +5.1% | -1.9% | +7.0% | +5.6% |
| 3M | -7.1% | -9.9% | +2.8% | -4.2% |
| 6M | -4.4% | -16.4% | +12.0% | +0.6% |
| YTD | +4.0% | +30.2% | -26.2% | -7.6% |
| 1Y | +23.4% | +29.9% | -6.5% | +9.4% |
| 3Y | +113.9% | +122.6% | -8.7% | +48.2% |
| All | +12.2% | +275.5% | -263.3% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling