+62.8%
META vs KEY
+40.7%
+22.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +6.7% | +2.2% | +4.5% | +6.0% |
| 30D | +4.8% | -3.0% | +7.8% | +5.8% |
| 3M | -1.6% | +3.3% | -5.0% | -2.7% |
| 6M | -7.5% | +9.2% | -16.7% | -10.2% |
| YTD | -6.4% | +10.6% | -17.0% | -9.6% |
| 1Y | -17.3% | +20.4% | -37.7% | -22.5% |
| 3Y | +109.9% | +121.8% | -11.9% | +58.5% |
| All | +62.8% | +40.7% | +22.1% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling