+62.8%
META vs KIM
+34.4%
+28.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +6.7% | +0.4% | +6.3% | +6.5% |
| 30D | +4.8% | -4.0% | +8.7% | +6.8% |
| 3M | -1.6% | +0.5% | -2.2% | -2.4% |
| 6M | -7.5% | +3.6% | -11.1% | -9.6% |
| YTD | -6.4% | +20.4% | -26.8% | -15.4% |
| 1Y | -17.3% | +9.7% | -27.0% | -21.8% |
| 3Y | +109.9% | +46.0% | +63.9% | +64.1% |
| All | +62.8% | +34.4% | +28.4% | +43.2% |
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