+1,527.5%
META vs KR
+602.7%
+924.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | +1.5% | +5.2% | +6.6% |
| 30D | +4.8% | +4.1% | +0.7% | +4.4% |
| 3M | -1.6% | -5.2% | +3.6% | -1.3% |
| 6M | -7.5% | -12.8% | +5.3% | -6.7% |
| YTD | -6.4% | -4.6% | -1.8% | -6.6% |
| 1Y | -17.3% | -11.7% | -5.7% | -17.0% |
| 3Y | +109.9% | +36.3% | +73.7% | +96.6% |
| 5Y | +65.4% | +40.0% | +25.4% | +52.4% |
| 10Y | +391.8% | +122.2% | +269.6% | +305.0% |
| All | +1,527.5% | +602.7% | +924.8% | +946.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling