+759.0%
KEYS vs EXPD
+329.8%
+429.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -4.5% | -7.4% | +2.9% | -0.5% |
| 30D | -23.9% | -2.1% | -21.8% | -22.9% |
| 3M | -13.1% | +5.7% | -18.8% | -15.5% |
| 6M | -19.1% | +21.4% | -40.5% | -26.9% |
| YTD | +43.4% | +27.6% | +15.8% | +23.6% |
| 1Y | +58.8% | +36.1% | +22.7% | +32.0% |
| 3Y | +134.6% | +69.9% | +64.7% | +67.9% |
| 5Y | +58.7% | +59.7% | -0.9% | +15.0% |
| 10Y | +759.0% | +323.0% | +436.0% | +269.1% |
| All | +759.0% | +329.8% | +429.2% | +269.1% |
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