+425.7%
META vs KEY
+121.9%
+303.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +4.4% |
| 7D | +5.7% | -0.4% | +6.1% | +5.8% |
| 30D | -10.8% | +7.2% | -18.0% | -12.4% |
| 3M | +8.4% | -4.9% | +13.3% | +9.7% |
| 6M | +5.4% | +1.1% | +4.3% | +4.9% |
| YTD | -2.6% | +6.8% | -9.4% | -4.6% |
| 1Y | +3.5% | +23.3% | -19.8% | -2.4% |
| 3Y | +102.0% | +126.1% | -24.1% | +60.2% |
| 5Y | +93.1% | +15.2% | +77.9% | +76.5% |
| 10Y | +425.7% | +113.6% | +312.1% | +338.2% |
| All | +425.7% | +121.9% | +303.8% | +338.2% |
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