+59.6%
KEYS vs XPO
+38.8%
+20.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.6% | -4.7% | -5.7% |
| 7D | -14.8% | +3.5% | -18.3% | -16.0% |
| 30D | -25.6% | +2.8% | -28.4% | -26.6% |
| 3M | -16.2% | -7.5% | -8.7% | -13.7% |
| 6M | -18.6% | -5.9% | -12.7% | -17.2% |
| YTD | +40.7% | +38.4% | +2.3% | +24.8% |
| 1Y | +59.6% | +33.7% | +25.9% | +43.1% |
| All | +59.6% | +38.8% | +20.8% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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