+198.0%
MET vs KEY
+109.2%
+88.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.8% | +0.5% | +1.2% | +1.5% |
| 30D | +4.8% | +6.9% | -2.1% | +1.0% |
| 3M | +6.2% | -5.0% | +11.2% | +9.2% |
| 6M | +33.8% | +0.7% | +33.1% | +32.8% |
| YTD | +33.3% | +6.5% | +26.8% | +28.2% |
| 1Y | +36.3% | +22.6% | +13.7% | +21.0% |
| 3Y | +84.6% | +125.3% | -40.8% | +12.3% |
| 5Y | +87.7% | +13.9% | +73.8% | +57.6% |
| 10Y | +198.0% | +105.3% | +92.6% | +65.2% |
| All | +198.0% | +109.2% | +88.8% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling