+436.0%
META vs KR
+161.7%
+274.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +3.3% | +2.7% | +0.6% | +3.2% |
| 30D | -10.8% | +11.3% | -22.0% | -11.0% |
| 3M | +7.9% | +22.3% | -14.4% | +7.2% |
| 6M | +5.4% | +5.8% | -0.4% | +5.1% |
| YTD | -2.6% | +11.7% | -14.3% | -3.3% |
| 1Y | +1.9% | +8.9% | -7.0% | +1.2% |
| 3Y | +97.0% | +67.1% | +29.8% | +87.5% |
| 5Y | +97.6% | +80.0% | +17.6% | +85.8% |
| 10Y | +436.0% | +156.3% | +279.8% | +368.9% |
| All | +436.0% | +161.7% | +274.3% | +368.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 10y: compounded portfolio wealth divided by compounded KR 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…
10y analysis · Full analysis span regression · 6 months rolling