+1,511.3%
META vs KRE
+280.0%
+1,231.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -15.4% | +4.8% | -20.2% | -17.0% |
| 3M | +3.5% | -5.1% | +8.6% | +5.4% |
| 6M | -0.3% | +3.3% | -3.6% | -1.7% |
| YTD | -7.3% | +13.3% | -20.7% | -11.9% |
| 1Y | -1.1% | +22.9% | -24.0% | -8.9% |
| 3Y | +95.1% | +82.1% | +13.0% | +51.4% |
| 5Y | +80.6% | +11.0% | +69.5% | +67.7% |
| 10Y | +410.1% | +115.7% | +294.4% | +235.1% |
| All | +1,511.3% | +280.0% | +1,231.3% | +682.4% |
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 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