+404.3%
META vs KDP
+231.8%
+172.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -0.8% | +2.2% | -3.0% | -1.3% |
| 30D | -15.4% | +19.9% | -35.4% | -18.7% |
| 3M | +3.5% | +21.5% | -18.0% | -1.0% |
| 6M | -0.3% | +30.1% | -30.4% | -6.2% |
| YTD | -7.3% | +34.9% | -42.3% | -13.9% |
| 1Y | -1.1% | +43.4% | -44.5% | -9.6% |
| 3Y | +95.1% | +29.1% | +66.0% | +78.0% |
| 5Y | +80.6% | +15.0% | +65.6% | +70.8% |
| All | +404.3% | +231.8% | +172.5% | +308.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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