+1,117.5%
KDP vs MET
+202.5%
+915.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +1.3% | +1.2% | +0.1% | +1.0% |
| 30D | +6.0% | +1.4% | +4.6% | +5.7% |
| 3M | +9.2% | +17.7% | -8.5% | +5.7% |
| 6M | +14.7% | +35.0% | -20.3% | +7.9% |
| YTD | +19.2% | +26.3% | -7.1% | +13.5% |
| 1Y | +15.2% | +22.8% | -7.7% | +10.1% |
| 3Y | +6.0% | +65.9% | -60.0% | -5.6% |
| 5Y | +5.4% | +85.4% | -79.9% | -9.0% |
| 10Y | +171.9% | +253.7% | -81.8% | +96.5% |
| All | +1,117.5% | +202.5% | +915.0% | +653.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling