+259.0%
META vs KEEL
+309.9%
-51.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +6.6% |
| 7D | +10.3% | +19.3% | -9.0% | +8.8% |
| 30D | +9.9% | +9.1% | +0.8% | +8.8% |
| 3M | +11.9% | -31.5% | +43.5% | +13.7% |
| 6M | +1.2% | +75.8% | -74.7% | -5.2% |
| YTD | -0.8% | +57.9% | -58.7% | -7.0% |
| 1Y | -14.3% | +133.3% | -147.7% | -23.6% |
| 3Y | +121.4% | +204.1% | -82.7% | +82.6% |
| 5Y | +74.5% | -37.5% | +112.0% | +46.4% |
| All | +259.0% | +309.9% | -51.0% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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