+462.9%
META vs KGC
+637.7%
-174.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +5.2% | -6.7% | +11.8% | +5.9% |
| 30D | -13.0% | -6.7% | -6.3% | -12.5% |
| 3M | +7.9% | -22.6% | +30.5% | +10.1% |
| 6M | +4.2% | -33.4% | +37.7% | +7.6% |
| YTD | -2.5% | -26.0% | +23.4% | -0.9% |
| 1Y | +5.6% | -18.3% | +23.9% | +6.3% |
| 3Y | +96.8% | +315.8% | -219.0% | +66.6% |
| 5Y | +90.0% | +225.7% | -135.7% | +59.8% |
| All | +462.9% | +637.7% | -174.7% | +378.9% |
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