-17.3%
META vs KRE
+17.8%
-35.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +6.7% | +1.3% | +5.4% | +6.2% |
| 30D | +4.8% | -2.7% | +7.4% | +5.8% |
| 3M | -1.6% | +8.2% | -9.8% | -4.0% |
| 6M | -7.5% | +12.8% | -20.3% | -11.6% |
| YTD | -6.4% | +17.5% | -23.9% | -11.5% |
| 1Y | -17.3% | +16.6% | -33.9% | -23.3% |
| All | -17.3% | +17.8% | -35.1% | -23.3% |
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