+405.1%
META vs KEYS
+1,005.8%
-600.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.7% |
| 7D | +5.5% | +0.9% | +4.6% | +5.0% |
| 30D | +7.6% | -5.3% | +12.8% | +9.9% |
| 3M | +13.0% | +0.5% | +12.5% | +10.4% |
| 6M | -1.3% | +14.0% | -15.4% | -10.0% |
| YTD | -2.2% | +60.3% | -62.5% | -26.7% |
| 1Y | -14.0% | +91.3% | -105.4% | -41.8% |
| 3Y | +118.2% | +146.1% | -27.9% | +24.6% |
| 5Y | +71.7% | +80.8% | -9.1% | +14.7% |
| All | +405.1% | +1,005.8% | -600.7% | +63.0% |
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