+79.1%
META vs KDP
+15.9%
+63.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.2% | -4.0% |
| 7D | -3.1% | +4.5% | -7.6% | -3.4% |
| 30D | -18.1% | +18.5% | -36.6% | -19.0% |
| 3M | +2.9% | +20.8% | -18.0% | +1.6% |
| 6M | +0.2% | +29.4% | -29.2% | -1.5% |
| YTD | -8.1% | +35.9% | -44.0% | -10.2% |
| 1Y | -4.5% | +42.5% | -47.0% | -7.2% |
| 3Y | +94.2% | +29.4% | +64.8% | +84.5% |
| 5Y | +79.1% | +15.8% | +63.3% | +80.4% |
| All | +79.1% | +15.9% | +63.2% | +80.4% |
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