+1,071.7%
KEYS vs XPO
+1,382.7%
-311.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | +0.1% |
| 7D | +2.9% | -0.9% | +3.9% | +3.2% |
| 30D | -1.3% | -8.1% | +6.8% | +1.0% |
| 3M | -0.1% | -19.0% | +18.9% | +5.7% |
| 6M | +17.4% | -5.2% | +22.6% | +18.6% |
| YTD | +62.9% | +35.6% | +27.3% | +49.0% |
| 1Y | +95.7% | +41.1% | +54.6% | +76.4% |
| 3Y | +150.2% | +157.9% | -7.7% | +87.1% |
| 5Y | +83.1% | +265.6% | -182.5% | +19.4% |
| 10Y | +1,020.9% | +1,516.8% | -495.9% | +401.0% |
| All | +1,071.7% | +1,382.7% | -311.0% | +410.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling