+239.1%
KDP vs MET
+195.0%
+44.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.2% |
| 7D | -4.0% | +2.1% | -6.1% | -4.4% |
| 30D | +8.5% | +1.8% | +6.6% | +8.1% |
| 3M | +20.7% | +6.0% | +14.7% | +19.3% |
| 6M | +23.2% | +31.1% | -7.9% | +16.9% |
| YTD | +30.5% | +32.6% | -2.1% | +23.3% |
| 1Y | +35.9% | +30.5% | +5.4% | +28.7% |
| 3Y | +24.8% | +83.6% | -58.7% | +9.3% |
| 5Y | +13.4% | +84.2% | -70.8% | -1.5% |
| All | +239.1% | +195.0% | +44.0% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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