+90.1%
KEYS vs XPO
+261.3%
-171.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | -5.7% | +9.1% | +5.5% |
| 30D | -4.5% | -12.8% | +8.3% | 0.0% |
| 3M | -0.4% | -20.0% | +19.6% | +7.0% |
| 6M | +19.1% | -6.0% | +25.2% | +20.8% |
| YTD | +66.7% | +34.0% | +32.6% | +50.2% |
| 1Y | +96.5% | +35.6% | +60.9% | +75.4% |
| 3Y | +155.2% | +152.3% | +2.9% | +80.5% |
| All | +90.1% | +261.3% | -171.2% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling