+41.1%
KMB vs MET
+206.5%
-165.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +6.0% | +1.8% | +4.3% | +5.7% |
| 30D | +13.5% | +4.8% | +8.7% | +12.6% |
| 3M | +3.8% | +6.2% | -2.4% | +2.7% |
| 6M | +15.6% | +33.8% | -18.2% | +10.1% |
| YTD | +14.0% | +33.3% | -19.3% | +8.5% |
| 1Y | +12.9% | +36.3% | -23.4% | +7.0% |
| 3Y | +3.7% | +84.6% | -80.9% | -7.4% |
| 5Y | -0.1% | +87.7% | -87.7% | -11.9% |
| 10Y | +41.1% | +198.0% | -156.8% | +7.4% |
| All | +41.1% | +206.5% | -165.3% | +7.4% |
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