+114.4%
META vs KWEB
-1.6%
+116.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.3% | +8.8% | +7.1% |
| 7D | +10.3% | -3.6% | +13.8% | +11.2% |
| 30D | +9.9% | -14.9% | +24.8% | +14.3% |
| 3M | +11.9% | -5.4% | +17.3% | +13.3% |
| 6M | +1.2% | -18.9% | +20.0% | +6.0% |
| YTD | -0.8% | -27.2% | +26.4% | +6.6% |
| 1Y | -14.3% | -34.2% | +19.9% | -5.8% |
| All | +114.4% | -1.6% | +116.0% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 3y: compounded portfolio wealth divided by compounded KWEB 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…
3y analysis · Full analysis span regression · 6 months rolling