+228.4%
MET vs KEYS
+1,067.2%
-838.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.7% |
| 7D | -2.5% | +0.9% | -3.4% | -2.8% |
| 30D | 0.0% | -5.3% | +5.2% | +1.7% |
| 3M | +13.1% | +0.5% | +12.6% | +11.0% |
| 6M | +39.0% | +14.0% | +24.9% | +29.0% |
| YTD | +25.2% | +60.3% | -35.1% | -0.4% |
| 1Y | +25.6% | +91.3% | -65.7% | -7.8% |
| 3Y | +67.1% | +146.1% | -79.1% | +7.4% |
| 5Y | +85.1% | +80.8% | +4.3% | +31.2% |
| 10Y | +245.5% | +1,002.8% | -757.3% | +10.8% |
| All | +228.4% | +1,067.2% | -838.8% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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