+1,527.5%
META vs KIM
+153.4%
+1,374.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +6.7% | +0.4% | +6.3% | +6.6% |
| 30D | +4.8% | -4.0% | +8.7% | +5.9% |
| 3M | -1.6% | +0.5% | -2.2% | -2.0% |
| 6M | -7.5% | +3.6% | -11.1% | -8.6% |
| YTD | -6.4% | +20.4% | -26.8% | -11.4% |
| 1Y | -17.3% | +9.7% | -27.0% | -19.7% |
| 3Y | +109.9% | +46.0% | +63.9% | +86.4% |
| 5Y | +65.4% | +34.4% | +30.9% | +51.1% |
| 10Y | +391.8% | +29.3% | +362.5% | +345.8% |
| All | +1,527.5% | +153.4% | +1,374.1% | +1,166.7% |
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 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