+1,527.5%
META vs KEY
+396.4%
+1,131.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +6.7% | +2.2% | +4.5% | +6.1% |
| 30D | +4.8% | -3.0% | +7.8% | +5.7% |
| 3M | -1.6% | +3.3% | -5.0% | -2.6% |
| 6M | -7.5% | +9.2% | -16.7% | -9.9% |
| YTD | -6.4% | +10.6% | -17.0% | -9.3% |
| 1Y | -17.3% | +20.4% | -37.7% | -21.9% |
| 3Y | +109.9% | +121.8% | -11.9% | +63.2% |
| 5Y | +65.4% | +41.1% | +24.2% | +42.2% |
| 10Y | +391.8% | +168.5% | +223.3% | +202.3% |
| All | +1,527.5% | +396.4% | +1,131.0% | +662.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling