+741.5%
META vs KEYS
+944.7%
-203.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +3.3% | -4.5% | +7.8% | +5.0% |
| 30D | -10.8% | -23.9% | +13.1% | -0.4% |
| 3M | +7.9% | -13.1% | +21.0% | +13.1% |
| 6M | +5.4% | -19.1% | +24.5% | +12.2% |
| YTD | -2.6% | +43.4% | -46.0% | -22.3% |
| 1Y | +1.9% | +58.8% | -57.0% | -22.9% |
| 3Y | +97.0% | +134.6% | -37.6% | +19.2% |
| 5Y | +97.6% | +58.7% | +38.9% | +43.4% |
| 10Y | +436.0% | +759.0% | -323.0% | +116.0% |
| All | +741.5% | +944.7% | -203.2% | +213.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling