+462.9%
META vs KR
+159.1%
+303.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.9% |
| 7D | +5.2% | +4.6% | +0.6% | +5.0% |
| 30D | -13.0% | +12.2% | -25.2% | -13.3% |
| 3M | +7.9% | +24.6% | -16.6% | +7.2% |
| 6M | +4.2% | +8.2% | -3.9% | +3.9% |
| YTD | -2.5% | +15.3% | -17.8% | -3.4% |
| 1Y | +5.6% | +9.8% | -4.2% | +4.9% |
| 3Y | +96.8% | +71.4% | +25.4% | +87.0% |
| 5Y | +90.0% | +85.1% | +5.0% | +78.3% |
| All | +462.9% | +159.1% | +303.8% | +390.9% |
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