+96.5%
KEYS vs XPO
+39.1%
+57.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | -5.7% | +9.1% | +5.8% |
| 30D | -4.5% | -12.8% | +8.3% | +0.8% |
| 3M | -0.4% | -20.0% | +19.6% | +8.1% |
| 6M | +19.1% | -6.0% | +25.2% | +20.8% |
| YTD | +66.7% | +34.0% | +32.6% | +50.6% |
| 1Y | +96.5% | +35.6% | +60.9% | +76.5% |
| All | +96.5% | +39.1% | +57.4% | +76.5% |
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