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Time-weighted return. Related Articles. Time-weighted returns is a measure of the compound rate of return of a portfolio over a stated period of time. It requires a set of sub-period returns to be calculated whenever there is an external cash flow, such as a deposit or withdrawal from the portfolio.
The value is in 10's of microsedconds (so we take the interface [microseconds] and devide by 10). K values are the weights. So default is K1 = 1, K2 = 0, K3 = 1, K4 = 0, K5 = 0. So with the default weights, the formula looks like the following. EIGRP Metric = 256*(Bw + Delay).ou configure eigrp's delay in mulitples of 10ms, so you have to remember to divide the desired delayby 10ms to get the correct number to enter. If you're told you need to set the delay to 10,000ms, then you do this: 10,000ms / 10ms = 1,000. The resulting 1,000 is what you would enter for the desired metric setting.