+0.8%
META vs KRE
+27.2%
-26.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.9% |
| 7D | +2.9% | +2.8% | +0.1% | +1.9% |
| 30D | -15.1% | +5.3% | -20.4% | -16.7% |
| 3M | +7.2% | -4.2% | +11.5% | +9.4% |
| 6M | +3.4% | +8.7% | -5.3% | +0.5% |
| YTD | -4.3% | +16.4% | -20.7% | -10.3% |
| 1Y | +0.8% | +26.9% | -26.1% | -8.2% |
| All | +0.8% | +27.2% | -26.4% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 1y: compounded portfolio wealth divided by compounded KRE 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…
1y analysis · Full analysis span regression · 6 months rolling