+1,284.4%
KDP vs MLM
+536.2%
+748.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.4% | +3.5% | +5.4% |
| 7D | +5.3% | +9.1% | -3.8% | +3.5% |
| 30D | +19.1% | +14.6% | +4.5% | +15.8% |
| 3M | +19.2% | +0.3% | +18.9% | +19.0% |
| 6M | +29.3% | -7.5% | +36.7% | +30.9% |
| YTD | +35.5% | -10.2% | +45.8% | +37.7% |
| 1Y | +43.5% | -10.5% | +54.0% | +45.7% |
| 3Y | +29.0% | +27.8% | +1.2% | +20.1% |
| 5Y | +16.2% | +38.9% | -22.7% | +4.6% |
| 10Y | +235.5% | +211.4% | +24.1% | +137.3% |
| All | +1,284.4% | +536.2% | +748.1% | +643.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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