+1,593.8%
META vs KRE
+284.7%
+1,309.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +3.3% | +0.3% | +3.0% | +3.2% |
| 30D | -10.8% | +5.9% | -16.7% | -12.7% |
| 3M | +7.9% | -3.3% | +11.2% | +9.1% |
| 6M | +5.4% | +5.8% | -0.5% | +3.0% |
| YTD | -2.6% | +14.7% | -17.3% | -7.8% |
| 1Y | +1.9% | +22.0% | -20.1% | -5.9% |
| 3Y | +97.0% | +91.6% | +5.4% | +50.0% |
| 5Y | +97.6% | +13.0% | +84.7% | +82.4% |
| 10Y | +436.0% | +94.0% | +342.1% | +271.7% |
| All | +1,593.8% | +284.7% | +1,309.1% | +718.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling