+52.0%
KR vs EXPD
+61.1%
-9.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.6% |
| 7D | -0.2% | +2.0% | -2.2% | -0.3% |
| 30D | +5.1% | +4.4% | +0.6% | +4.7% |
| 3M | -8.2% | +15.7% | -23.9% | -9.3% |
| 6M | -18.0% | +37.5% | -55.5% | -20.3% |
| YTD | -4.8% | +29.9% | -34.7% | -7.4% |
| 1Y | -11.0% | +57.8% | -68.8% | -15.7% |
| 3Y | +37.7% | +71.6% | -34.0% | +27.2% |
| All | +52.0% | +61.1% | -9.0% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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