+63.9%
META vs KEEL
-36.1%
+100.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -1.5% |
| 7D | +6.0% | +21.5% | -15.5% | +3.3% |
| 30D | +3.6% | -3.9% | +7.5% | +3.4% |
| 3M | +4.9% | -34.1% | +39.0% | +8.5% |
| 6M | -4.7% | +82.8% | -87.5% | -16.3% |
| YTD | -6.9% | +58.7% | -65.6% | -17.9% |
| 1Y | -18.2% | +191.4% | -209.6% | -37.7% |
| 3Y | +107.8% | +205.7% | -98.0% | +32.6% |
| 5Y | +63.9% | -37.0% | +100.9% | +20.7% |
| All | +63.9% | -36.1% | +100.0% | +20.7% |
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