+79.1%
META vs KGC
+289.8%
-210.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.7% | -4.1% |
| 7D | -3.1% | 0.0% | -3.1% | -3.2% |
| 30D | -18.1% | -9.3% | -8.8% | -17.1% |
| 3M | +2.9% | -15.9% | +18.7% | +4.6% |
| 6M | +0.2% | -24.9% | +25.0% | +3.3% |
| YTD | -8.1% | -23.0% | +14.9% | -6.5% |
| 1Y | -4.5% | -9.9% | +5.4% | -5.4% |
| 3Y | +94.2% | +301.2% | -207.1% | +39.5% |
| 5Y | +79.1% | +278.5% | -199.5% | +26.3% |
| All | +79.1% | +289.8% | -210.8% | +26.3% |
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