+81.1%
META vs KEEL
-77.9%
+159.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.0% | -0.1% |
| 7D | +3.1% | +18.2% | -15.1% | +0.6% |
| 30D | -18.2% | -32.1% | +13.8% | -14.7% |
| 3M | +7.8% | -44.9% | +52.7% | +14.6% |
| 6M | +3.6% | -52.1% | +55.7% | +9.5% |
| YTD | -5.3% | -17.0% | +11.7% | -10.3% |
| 1Y | +2.7% | -38.5% | +41.2% | +0.7% |
| 3Y | +91.5% | +62.5% | +29.0% | +30.6% |
| All | +81.1% | -77.9% | +159.1% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling