+1,497.9%
META vs KIM
+175.2%
+1,322.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | -3.1% | +5.0% | -8.1% | -4.4% |
| 30D | -18.1% | +15.8% | -33.9% | -21.4% |
| 3M | +2.9% | +4.3% | -1.4% | +1.5% |
| 6M | +0.2% | +11.4% | -11.2% | -3.1% |
| YTD | -8.1% | +30.8% | -38.9% | -15.0% |
| 1Y | -4.5% | +31.4% | -36.0% | -11.9% |
| 3Y | +94.2% | +57.7% | +36.5% | +69.0% |
| 5Y | +79.1% | +31.7% | +47.4% | +63.3% |
| 10Y | +405.9% | +67.4% | +338.5% | +320.3% |
| All | +1,497.9% | +175.2% | +1,322.7% | +1,114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling