+38.8%
KEY vs MTCH
-72.5%
+111.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -0.3% | -2.4% | +2.1% | +0.4% |
| 30D | -3.3% | +12.8% | -16.1% | -6.8% |
| 3M | -0.7% | +20.0% | -20.7% | -6.5% |
| 6M | +12.5% | +34.7% | -22.2% | +1.9% |
| YTD | +8.4% | +30.6% | -22.2% | -1.1% |
| 1Y | +18.4% | +10.9% | +7.5% | +13.4% |
| 3Y | +123.3% | -2.0% | +125.4% | +114.0% |
| 5Y | +38.8% | -72.6% | +111.5% | +57.3% |
| All | +38.8% | -72.5% | +111.4% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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