+1,511.3%
META vs KMI
+76.9%
+1,434.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -0.8% | -10.8% | +10.0% | +2.0% |
| 30D | -15.4% | -5.0% | -10.4% | -14.4% |
| 3M | +3.5% | -3.4% | +6.9% | +4.1% |
| 6M | -0.3% | -3.4% | +3.1% | 0.0% |
| YTD | -7.3% | +13.1% | -20.4% | -11.1% |
| 1Y | -1.1% | +19.0% | -20.1% | -6.4% |
| 3Y | +95.1% | +106.1% | -11.1% | +58.8% |
| 5Y | +80.6% | +130.1% | -49.5% | +42.7% |
| 10Y | +410.1% | +151.9% | +258.2% | +278.3% |
| All | +1,511.3% | +76.9% | +1,434.4% | +1,221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling