+93.4%
META vs KGC
+304.9%
-211.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.7% | -4.0% |
| 7D | -3.1% | 0.0% | -3.1% | -3.2% |
| 30D | -18.1% | -9.3% | -8.8% | -17.4% |
| 3M | +2.9% | -15.9% | +18.7% | +3.9% |
| 6M | +0.2% | -24.9% | +25.0% | +2.1% |
| YTD | -8.1% | -23.0% | +14.9% | -6.9% |
| 1Y | -4.5% | -9.9% | +5.4% | -4.6% |
| All | +93.4% | +304.9% | -211.5% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling