+46.1%
KEYS vs EXPD
+55.6%
-9.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +5.4% |
| 7D | -11.4% | -7.2% | -4.3% | -8.5% |
| 30D | -28.7% | -3.3% | -25.4% | -27.6% |
| 3M | -19.2% | +3.4% | -22.6% | -20.4% |
| 6M | -25.8% | +22.7% | -48.5% | -32.0% |
| YTD | +33.9% | +24.5% | +9.4% | +19.5% |
| 1Y | +47.1% | +38.6% | +8.4% | +24.1% |
| 3Y | +119.4% | +71.5% | +47.9% | +61.6% |
| All | +46.1% | +55.6% | -9.5% | +11.7% |
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