+462.9%
META vs KEYS
+758.4%
-295.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.9% |
| 7D | +5.2% | +9.4% | -4.2% | +0.8% |
| 30D | -13.0% | -16.8% | +3.8% | -6.2% |
| 3M | +7.9% | -15.9% | +23.8% | +15.1% |
| 6M | +4.2% | -17.6% | +21.8% | +10.3% |
| YTD | -2.5% | +46.5% | -49.0% | -25.0% |
| 1Y | +5.6% | +66.9% | -61.3% | -24.3% |
| 3Y | +96.8% | +141.4% | -44.6% | +10.7% |
| 5Y | +90.0% | +59.5% | +30.5% | +32.5% |
| All | +462.9% | +758.4% | -295.4% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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