+62.8%
META vs KMI
+152.8%
-90.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +6.7% | -0.5% | +7.2% | +6.8% |
| 30D | +4.8% | +0.9% | +3.9% | +4.4% |
| 3M | -1.6% | 0.0% | -1.6% | -2.0% |
| 6M | -7.5% | -5.7% | -1.8% | -6.4% |
| YTD | -6.4% | +17.5% | -23.9% | -12.4% |
| 1Y | -17.3% | +22.3% | -39.6% | -24.0% |
| 3Y | +109.9% | +111.9% | -2.0% | +52.5% |
| All | +62.8% | +152.8% | -90.0% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling