+244.4%
MET vs KEY
+167.0%
+77.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.2% |
| 7D | +1.1% | +2.7% | -1.6% | -0.3% |
| 30D | -2.3% | -3.2% | +0.9% | -0.5% |
| 3M | +13.9% | +1.0% | +12.9% | +13.0% |
| 6M | +34.8% | +11.9% | +22.9% | +26.3% |
| YTD | +23.5% | +8.7% | +14.8% | +17.5% |
| 1Y | +23.4% | +18.5% | +4.9% | +11.5% |
| 3Y | +64.9% | +124.0% | -59.1% | 0.0% |
| 5Y | +82.0% | +40.8% | +41.2% | +33.6% |
| 10Y | +244.4% | +167.0% | +77.4% | +67.7% |
| All | +244.4% | +167.0% | +77.4% | +67.7% |
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