+82.7%
MET vs KNX
+37.6%
+45.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -0.5% | -5.6% | +5.1% | +1.2% |
| 30D | +0.5% | -4.4% | +4.9% | +1.7% |
| 3M | +11.6% | -17.3% | +28.9% | +17.7% |
| 6M | +40.8% | +22.6% | +18.2% | +29.6% |
| YTD | +25.7% | +31.1% | -5.5% | +12.5% |
| 1Y | +24.4% | +60.2% | -35.8% | +2.9% |
| 3Y | +67.5% | +35.8% | +31.7% | +43.3% |
| All | +82.7% | +37.6% | +45.2% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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