+155.2%
KEYS vs MTCH
-0.9%
+156.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.7% |
| 7D | +3.5% | +1.3% | +2.2% | +3.2% |
| 30D | -4.5% | +15.9% | -20.4% | -8.0% |
| 3M | -0.4% | +23.3% | -23.7% | -6.3% |
| 6M | +19.1% | +40.1% | -21.0% | +7.5% |
| YTD | +66.7% | +33.6% | +33.1% | +52.1% |
| 1Y | +96.5% | +14.1% | +82.4% | +87.3% |
| 3Y | +155.2% | +1.4% | +153.7% | +133.8% |
| All | +155.2% | -0.9% | +156.1% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling