+1,020.9%
KEYS vs EXPD
+316.4%
+704.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.4% |
| 7D | +2.9% | +1.2% | +1.8% | +2.3% |
| 30D | -1.3% | +5.2% | -6.5% | -3.8% |
| 3M | -0.1% | +13.2% | -13.3% | -6.3% |
| 6M | +17.4% | +30.3% | -13.0% | +1.8% |
| YTD | +62.9% | +27.0% | +35.9% | +40.7% |
| 1Y | +95.7% | +57.3% | +38.4% | +48.7% |
| 3Y | +150.2% | +70.0% | +80.2% | +78.7% |
| 5Y | +83.1% | +61.6% | +21.5% | +31.2% |
| 10Y | +1,020.9% | +321.1% | +699.8% | +366.7% |
| All | +1,020.9% | +316.4% | +704.5% | +366.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling