+1,052.7%
KEYS vs MTCH
+171.8%
+881.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.8% |
| 7D | +0.9% | -1.4% | +2.4% | +1.2% |
| 30D | -5.3% | +13.6% | -18.9% | -8.2% |
| 3M | +0.5% | +22.4% | -21.9% | -4.7% |
| 6M | +14.0% | +37.2% | -23.1% | +5.0% |
| YTD | +60.3% | +31.8% | +28.5% | +48.6% |
| 1Y | +91.3% | +12.9% | +78.4% | +83.8% |
| 3Y | +146.1% | -1.1% | +147.3% | +137.3% |
| 5Y | +80.8% | -73.5% | +154.3% | +121.2% |
| 10Y | +1,002.8% | +200.7% | +802.1% | +694.8% |
| All | +1,052.7% | +171.8% | +881.0% | +745.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling