+81.9%
META vs KGC
+286.2%
-204.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.4% |
| 7D | -0.8% | +10.5% | -11.3% | -2.3% |
| 30D | -15.4% | -4.1% | -11.4% | -15.0% |
| 3M | +3.5% | -13.1% | +16.6% | +4.8% |
| 6M | -0.3% | -27.5% | +27.3% | +3.5% |
| YTD | -7.3% | -20.7% | +13.4% | -6.1% |
| 1Y | -1.1% | -6.1% | +5.0% | -2.7% |
| 3Y | +95.1% | +318.6% | -223.6% | +39.1% |
| All | +81.9% | +286.2% | -204.3% | +28.3% |
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