+1,527.5%
META vs KDP
+606.8%
+920.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +6.7% | +1.3% | +5.4% | +6.4% |
| 30D | +4.8% | +6.0% | -1.2% | +3.3% |
| 3M | -1.6% | +9.2% | -10.8% | -3.8% |
| 6M | -7.5% | +14.7% | -22.2% | -10.8% |
| YTD | -6.4% | +19.2% | -25.6% | -10.8% |
| 1Y | -17.3% | +15.2% | -32.5% | -20.8% |
| 3Y | +109.9% | +6.0% | +104.0% | +101.2% |
| 5Y | +65.4% | +5.4% | +59.9% | +58.4% |
| 10Y | +391.8% | +171.9% | +219.9% | +275.4% |
| All | +1,527.5% | +606.8% | +920.7% | +1,115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling