+58.8%
KEYS vs EXPD
+39.4%
+19.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -4.5% | -7.4% | +2.9% | -3.7% |
| 30D | -23.9% | -2.1% | -21.8% | -23.4% |
| 3M | -13.1% | +5.7% | -18.8% | -13.0% |
| 6M | -19.1% | +21.4% | -40.5% | -18.8% |
| YTD | +43.4% | +27.6% | +15.8% | +37.9% |
| 1Y | +58.8% | +36.1% | +22.7% | +44.4% |
| All | +58.8% | +39.4% | +19.4% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling