+436.0%
META vs KGC
+506.2%
-70.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.8% | +0.6% |
| 7D | +3.3% | +8.0% | -4.7% | +2.5% |
| 30D | -10.8% | -9.3% | -1.4% | -10.0% |
| 3M | +7.9% | -21.3% | +29.2% | +9.9% |
| 6M | +5.4% | -31.5% | +36.9% | +8.5% |
| YTD | -2.6% | -23.2% | +20.7% | -1.3% |
| 1Y | +1.9% | -15.0% | +16.9% | +2.2% |
| 3Y | +97.0% | +328.7% | -231.8% | +66.4% |
| 5Y | +97.6% | +262.9% | -165.2% | +65.1% |
| 10Y | +436.0% | +568.9% | -132.8% | +356.2% |
| All | +436.0% | +506.2% | -70.2% | +356.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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