+80.6%
KEYS vs EXPD
+61.6%
+19.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | +2.3% | -1.1% | +3.4% | +2.7% |
| 30D | -2.6% | +4.1% | -6.7% | -4.2% |
| 3M | -4.6% | +17.9% | -22.5% | -11.1% |
| 6M | +8.7% | +29.2% | -20.5% | -2.9% |
| YTD | +61.0% | +27.4% | +33.7% | +42.5% |
| 1Y | +96.0% | +56.8% | +39.2% | +54.8% |
| 3Y | +144.4% | +68.0% | +76.4% | +83.3% |
| All | +80.6% | +61.6% | +19.1% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling