+62.8%
META vs KGC
+450.1%
-387.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.3% |
| 7D | +6.7% | -1.3% | +8.0% | +6.9% |
| 30D | +4.8% | +20.3% | -15.5% | +1.6% |
| 3M | -1.6% | +8.1% | -9.7% | -3.2% |
| 6M | -7.5% | -8.8% | +1.3% | -7.0% |
| YTD | -6.4% | +10.1% | -16.5% | -9.2% |
| 1Y | -17.3% | +44.2% | -61.6% | -23.9% |
| 3Y | +109.9% | +533.0% | -423.1% | +42.2% |
| All | +62.8% | +450.1% | -387.3% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling