+63.9%
META vs KEYS
+84.5%
-20.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.4% |
| 7D | +6.0% | +4.4% | +1.6% | +4.0% |
| 30D | +3.6% | -2.2% | +5.8% | +4.3% |
| 3M | +4.9% | +0.5% | +4.3% | +2.5% |
| 6M | -4.7% | +22.4% | -27.1% | -16.7% |
| YTD | -6.9% | +64.1% | -71.0% | -32.8% |
| 1Y | -18.2% | +97.0% | -115.1% | -47.8% |
| 3Y | +107.8% | +152.0% | -44.3% | +5.9% |
| 5Y | +63.9% | +83.7% | -19.8% | +0.9% |
| All | +63.9% | +84.5% | -20.6% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling