+16.8%
KMB vs MET
+247.1%
-230.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.6% |
| 7D | -2.7% | +1.1% | -3.9% | -2.9% |
| 30D | -5.0% | -2.3% | -2.7% | -4.7% |
| 3M | +6.6% | +13.9% | -7.3% | +4.3% |
| 6M | +1.0% | +34.8% | -33.8% | -3.8% |
| YTD | +6.0% | +23.5% | -17.6% | +2.2% |
| 1Y | -16.6% | +23.4% | -40.0% | -19.6% |
| 3Y | -8.6% | +64.9% | -73.5% | -16.8% |
| 5Y | -10.9% | +82.0% | -92.9% | -20.9% |
| 10Y | +16.8% | +244.4% | -227.5% | -13.1% |
| All | +16.8% | +247.1% | -230.2% | -13.1% |
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