-9.1%
KMB vs MET
+86.8%
-95.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | -3.0% | +1.2% | -4.2% | -3.2% |
| 30D | -5.5% | +1.4% | -6.9% | -5.7% |
| 3M | +14.0% | +17.7% | -3.7% | +11.3% |
| 6M | +4.1% | +35.0% | -30.9% | -0.2% |
| YTD | +8.0% | +26.3% | -18.2% | +4.3% |
| 1Y | -13.7% | +22.8% | -36.6% | -16.5% |
| 3Y | -5.9% | +65.9% | -71.9% | -13.3% |
| All | -9.1% | +86.8% | -95.9% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling