+179.8%
KDP vs MET
+245.0%
-65.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | +9.5% | -1.4% | +10.9% | +9.8% |
| 3M | +2.6% | +12.5% | -9.9% | +0.4% |
| 6M | +15.6% | +37.1% | -21.5% | +9.0% |
| YTD | +17.3% | +23.8% | -6.5% | +12.5% |
| 1Y | +20.1% | +24.1% | -4.0% | +14.9% |
| 3Y | +4.9% | +65.2% | -60.3% | -5.9% |
| 5Y | +5.0% | +82.3% | -77.3% | -8.2% |
| 10Y | +179.8% | +241.6% | -61.8% | +116.6% |
| All | +179.8% | +245.0% | -65.3% | +116.6% |
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