+433.3%
META vs KMB
+38.7%
+394.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.7% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -15.4% | +10.2% | -25.6% | -16.9% |
| 3M | +5.0% | +1.5% | +3.6% | +4.6% |
| 6M | +5.2% | +16.6% | -11.5% | +2.0% |
| YTD | -4.5% | +12.1% | -16.6% | -7.0% |
| 1Y | +0.6% | +11.1% | -10.5% | -1.8% |
| 3Y | +93.1% | +1.9% | +91.1% | +86.2% |
| 5Y | +93.7% | -1.3% | +95.0% | +87.4% |
| 10Y | +433.3% | +37.8% | +395.6% | +375.2% |
| All | +433.3% | +38.7% | +394.6% | +375.2% |
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