+400.1%
META vs KMB
+39.3%
+360.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.2% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -18.1% | +14.1% | -32.3% | -20.0% |
| 3M | +2.9% | -0.5% | +3.4% | +2.8% |
| 6M | +0.2% | +16.6% | -16.4% | -2.8% |
| YTD | -8.1% | +13.7% | -21.8% | -10.7% |
| 1Y | -4.5% | +16.1% | -20.6% | -7.7% |
| 3Y | +94.2% | +4.7% | +89.5% | +86.1% |
| 5Y | +79.1% | +1.5% | +77.5% | +72.1% |
| All | +400.1% | +39.3% | +360.8% | +341.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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