+17.4%
KEYS vs XPO
+0.1%
+17.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | +0.5% |
| 7D | +2.9% | -0.9% | +3.9% | +3.2% |
| 30D | -1.3% | -8.1% | +6.8% | +2.4% |
| 3M | -0.1% | -19.0% | +18.9% | +7.7% |
| 6M | +17.4% | -5.2% | +22.6% | +16.8% |
| All | +17.4% | +0.1% | +17.3% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling