+668.5%
KO vs MET
+1,272.5%
-604.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | +0.8% | -1.4% | +2.2% | +1.0% |
| 3M | +8.3% | +12.5% | -4.2% | +5.8% |
| 6M | +14.0% | +37.1% | -23.1% | +7.2% |
| YTD | +26.9% | +23.8% | +3.1% | +21.4% |
| 1Y | +32.7% | +24.1% | +8.5% | +26.6% |
| 3Y | +63.9% | +65.2% | -1.3% | +46.2% |
| 5Y | +81.7% | +82.3% | -0.5% | +57.5% |
| 10Y | +183.0% | +241.6% | -58.6% | +111.0% |
| All | +668.5% | +1,272.5% | -604.0% | +347.3% |
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 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