+96.0%
KEYS vs MTCH
+13.9%
+82.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.6% |
| 7D | +2.3% | +0.7% | +1.6% | +2.2% |
| 30D | -2.6% | +9.7% | -12.3% | -3.8% |
| 3M | -4.6% | +21.1% | -25.7% | -8.1% |
| 6M | +8.7% | +37.5% | -28.8% | -1.1% |
| YTD | +61.0% | +31.9% | +29.1% | +49.7% |
| 1Y | +96.0% | +14.6% | +81.4% | +89.2% |
| All | +96.0% | +13.9% | +82.1% | +89.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling