+400.1%
META vs KEY
+122.1%
+278.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.2% | -3.2% |
| 7D | -3.1% | -2.5% | -0.6% | -2.5% |
| 30D | -18.1% | +4.1% | -22.2% | -19.0% |
| 3M | +2.9% | -8.4% | +11.2% | +5.1% |
| 6M | +0.2% | -2.3% | +2.5% | +0.6% |
| YTD | -8.1% | +4.6% | -12.7% | -9.5% |
| 1Y | -4.5% | +24.6% | -29.1% | -10.2% |
| 3Y | +94.2% | +112.8% | -18.6% | +56.5% |
| 5Y | +79.1% | +12.9% | +66.2% | +64.6% |
| All | +400.1% | +122.1% | +278.0% | +323.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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