+447.1%
META vs KMB
+36.1%
+411.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | +3.1% | -3.0% | +6.0% | +3.6% |
| 30D | -18.2% | +9.1% | -27.3% | -19.5% |
| 3M | +7.8% | -0.4% | +8.2% | +7.7% |
| 6M | +3.6% | +13.0% | -9.4% | +1.1% |
| YTD | -5.3% | +10.3% | -15.6% | -7.5% |
| 1Y | +2.7% | +8.2% | -5.5% | +0.7% |
| 3Y | +91.5% | +0.4% | +91.1% | +85.1% |
| 5Y | +84.7% | -2.7% | +87.4% | +79.1% |
| All | +447.1% | +36.1% | +411.0% | +388.7% |
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