+375.1%
META vs KRE
+122.6%
+252.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.1% |
| 7D | +6.0% | +2.3% | +3.7% | +5.2% |
| 30D | +3.6% | -2.5% | +6.1% | +4.5% |
| 3M | +4.9% | +6.2% | -1.3% | +2.7% |
| 6M | -4.7% | +15.8% | -20.5% | -9.6% |
| YTD | -6.9% | +16.0% | -22.9% | -11.8% |
| 1Y | -18.2% | +16.2% | -34.4% | -22.8% |
| 3Y | +107.8% | +86.4% | +21.3% | +62.3% |
| 5Y | +63.9% | +33.0% | +31.0% | +45.1% |
| 10Y | +375.1% | +123.0% | +252.1% | +254.4% |
| All | +375.1% | +122.6% | +252.5% | +254.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling