+404.3%
META vs KEY
+120.9%
+283.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | -0.8% | -1.3% | +0.5% | -0.5% |
| 30D | -15.4% | +5.1% | -20.6% | -16.6% |
| 3M | +3.5% | -7.1% | +10.6% | +5.4% |
| 6M | -0.3% | -4.4% | +4.1% | +0.7% |
| YTD | -7.3% | +4.0% | -11.3% | -8.6% |
| 1Y | -1.1% | +23.4% | -24.5% | -6.7% |
| 3Y | +95.1% | +113.9% | -18.9% | +57.0% |
| 5Y | +80.6% | +12.3% | +68.2% | +66.2% |
| All | +404.3% | +120.9% | +283.4% | +327.8% |
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