+425.7%
META vs KGC
+496.6%
-70.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +4.9% |
| 7D | +5.7% | +11.1% | -5.4% | +4.6% |
| 30D | -10.8% | -3.7% | -7.0% | -10.5% |
| 3M | +8.4% | -17.2% | +25.6% | +9.9% |
| 6M | +5.4% | -27.3% | +32.7% | +7.9% |
| YTD | -2.6% | -18.5% | +15.9% | -1.8% |
| 1Y | +3.5% | -5.7% | +9.2% | +2.8% |
| 3Y | +102.0% | +336.5% | -234.5% | +70.2% |
| 5Y | +93.1% | +298.7% | -205.6% | +60.0% |
| 10Y | +425.7% | +538.5% | -112.9% | +347.1% |
| All | +425.7% | +496.6% | -70.9% | +347.1% |
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