+81.6%
KO vs MET
+83.2%
-1.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | -1.1% | -2.5% | +1.4% | -0.7% |
| 30D | +1.6% | 0.0% | +1.6% | +1.5% |
| 3M | +5.8% | +13.1% | -7.3% | +3.6% |
| 6M | +14.3% | +39.0% | -24.7% | +8.4% |
| YTD | +27.3% | +25.2% | +2.1% | +22.5% |
| 1Y | +33.2% | +25.6% | +7.5% | +27.9% |
| 3Y | +64.5% | +67.1% | -2.6% | +46.3% |
| All | +81.6% | +83.2% | -1.6% | +58.3% |
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