+1,527.5%
META vs KRE
+293.9%
+1,233.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 6M | -7.5% | +12.8% | -20.3% | -11.6% |
| YTD | -6.4% | +17.5% | -23.9% | -12.1% |
| 1Y | -17.3% | +16.6% | -33.9% | -22.4% |
| 3Y | +109.9% | +79.5% | +30.5% | +63.7% |
| 5Y | +65.4% | +32.4% | +32.9% | +44.9% |
| 10Y | +391.8% | +124.1% | +267.7% | +218.6% |
| All | +1,527.5% | +293.9% | +1,233.6% | +681.1% |
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