+86.4%
META vs KIM
+34.6%
+51.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | +5.2% | +0.1% | +5.1% | +5.1% |
| 30D | -13.0% | +14.1% | -27.1% | -18.6% |
| 3M | +7.9% | +6.0% | +1.9% | +4.7% |
| 6M | +4.2% | +13.2% | -9.0% | -2.8% |
| YTD | -2.5% | +30.4% | -32.9% | -15.9% |
| 1Y | +5.6% | +31.0% | -25.5% | -9.2% |
| 3Y | +96.8% | +67.6% | +29.2% | +40.1% |
| All | +86.4% | +34.6% | +51.8% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling