+108.3%
META vs KEEL
+179.8%
-71.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.7% |
| 7D | +6.7% | +7.8% | -1.1% | +6.1% |
| 30D | +4.8% | -11.7% | +16.5% | +5.4% |
| 3M | -1.6% | -41.5% | +39.9% | +1.6% |
| 6M | -7.5% | +54.9% | -62.4% | -13.4% |
| YTD | -6.4% | +47.7% | -54.1% | -12.7% |
| 1Y | -17.3% | +177.6% | -194.9% | -30.1% |
| All | +108.3% | +179.8% | -71.5% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling