+96.8%
META vs KMI
+122.7%
-25.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +5.2% | +6.5% | -1.4% | +4.3% |
| 30D | -13.0% | -3.4% | -9.6% | -12.7% |
| 3M | +7.9% | +0.4% | +7.6% | +7.8% |
| 6M | +4.2% | -0.9% | +5.2% | +4.1% |
| YTD | -2.5% | +20.5% | -23.0% | -7.3% |
| 1Y | +5.6% | +23.2% | -17.6% | -0.2% |
| 3Y | +96.8% | +121.6% | -24.8% | +79.4% |
| All | +96.8% | +122.7% | -25.9% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 3y: compounded portfolio wealth divided by compounded KMI 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…
3y analysis · Full analysis span regression · 6 months rolling