+462.9%
META vs KIM
+63.6%
+399.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | -13.0% | +14.1% | -27.1% | -16.0% |
| 3M | +7.9% | +6.0% | +1.9% | +6.2% |
| 6M | +4.2% | +13.2% | -9.0% | +0.6% |
| YTD | -2.5% | +30.4% | -32.9% | -9.5% |
| 1Y | +5.6% | +31.0% | -25.5% | -2.1% |
| 3Y | +96.8% | +67.6% | +29.2% | +69.8% |
| 5Y | +90.0% | +35.8% | +54.3% | +73.2% |
| All | +462.9% | +63.6% | +399.3% | +345.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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