+62.8%
META vs KDP
+6.0%
+56.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +6.7% | +1.3% | +5.4% | +6.6% |
| 30D | +4.8% | +6.0% | -1.2% | +4.3% |
| 3M | -1.6% | +9.2% | -10.8% | -2.3% |
| 6M | -7.5% | +14.7% | -22.2% | -8.4% |
| YTD | -6.4% | +19.2% | -25.6% | -7.7% |
| 1Y | -17.3% | +15.2% | -32.5% | -18.3% |
| 3Y | +109.9% | +6.0% | +104.0% | +107.2% |
| All | +62.8% | +6.0% | +56.8% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling