+242.7%
META vs KEEL
+115.5%
+127.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.0% | -0.4% |
| 7D | +3.1% | +18.2% | -15.1% | +1.7% |
| 30D | -18.2% | -32.1% | +13.8% | -16.2% |
| 3M | +7.8% | -44.9% | +52.7% | +11.6% |
| 6M | +3.6% | -52.1% | +55.7% | +7.0% |
| YTD | -5.3% | -17.0% | +11.7% | -7.5% |
| 1Y | +2.7% | -38.5% | +41.2% | +2.1% |
| 3Y | +91.5% | +62.5% | +29.0% | +64.8% |
| 5Y | +84.7% | -77.3% | +162.0% | +62.8% |
| All | +242.7% | +115.5% | +127.3% | +173.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling