+1,527.5%
META vs KMB
+128.3%
+1,399.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +6.7% | -3.0% | +9.7% | +7.4% |
| 30D | +4.8% | -5.5% | +10.2% | +6.0% |
| 3M | -1.6% | +14.0% | -15.6% | -4.6% |
| 6M | -7.5% | +4.1% | -11.6% | -8.5% |
| YTD | -6.4% | +8.0% | -14.4% | -8.5% |
| 1Y | -17.3% | -13.7% | -3.6% | -15.1% |
| 3Y | +109.9% | -5.9% | +115.9% | +106.4% |
| 5Y | +65.4% | -8.6% | +74.0% | +62.8% |
| 10Y | +391.8% | +17.3% | +374.5% | +343.1% |
| All | +1,527.5% | +128.3% | +1,399.1% | +1,114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling