How does Speed work?
You can see the speed of the units in the Unit overview.
When you send several units together, they will march at the speed of the slowest unit. Troops will march home after an attack at the same speed as their outward journey.
An exception to this is the paladin. When you send out support troops that include your paladin, all troops that march with him will move at his speed.
Your troops always march the direct way. They also march diagonally over villages, lakes, and mountains without a change to their speed.