+708.6%
META vs KEYS
+1,072.8%
-364.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.4% |
| 7D | +6.7% | +2.3% | +4.4% | +5.7% |
| 30D | +4.8% | -2.6% | +7.4% | +5.6% |
| 3M | -1.6% | -4.6% | +3.0% | -1.2% |
| 6M | -7.5% | +8.7% | -16.2% | -13.2% |
| YTD | -6.4% | +61.0% | -67.4% | -28.3% |
| 1Y | -17.3% | +96.0% | -113.3% | -42.9% |
| 3Y | +109.9% | +144.4% | -34.5% | +26.7% |
| 5Y | +65.4% | +80.5% | -15.1% | +14.7% |
| 10Y | +391.8% | +974.9% | -583.1% | +86.1% |
| All | +708.6% | +1,072.8% | -364.2% | +189.2% |
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