+62.8%
META vs KMB
-8.4%
+71.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | +6.7% | -3.0% | +9.7% | +6.9% |
| 30D | +4.8% | -5.5% | +10.2% | +5.1% |
| 3M | -1.6% | +14.0% | -15.6% | -2.0% |
| 6M | -7.5% | +4.1% | -11.6% | -7.5% |
| YTD | -6.4% | +8.0% | -14.4% | -6.7% |
| 1Y | -17.3% | -13.7% | -3.6% | -16.2% |
| 3Y | +109.9% | -5.9% | +115.9% | +105.5% |
| All | +62.8% | -8.4% | +71.1% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling