+407.1%
KMB vs MET
+1,366.8%
-959.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.2% | +2.7% |
| 7D | +3.4% | +1.3% | +2.1% | +3.2% |
| 30D | +14.7% | +4.0% | +10.7% | +14.1% |
| 3M | +3.3% | +4.6% | -1.3% | +2.6% |
| 6M | +16.8% | +32.8% | -16.0% | +12.1% |
| YTD | +15.2% | +32.3% | -17.1% | +10.5% |
| 1Y | +13.3% | +37.1% | -23.8% | +8.0% |
| 3Y | +5.4% | +86.8% | -81.4% | -4.5% |
| 5Y | +2.7% | +87.4% | -84.7% | -7.8% |
| 10Y | +38.7% | +209.9% | -171.3% | +11.6% |
| All | +407.1% | +1,366.8% | -959.7% | +184.5% |
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