-45.3%
KEEL vs MLM
-11.4%
-33.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.5% | -4.6% |
| 7D | -13.6% | +9.1% | -22.7% | -15.9% |
| 30D | -39.1% | +14.6% | -53.8% | -41.8% |
| 3M | -48.9% | +0.3% | -49.2% | -48.7% |
| 6M | -35.4% | -7.5% | -27.9% | -32.1% |
| YTD | -10.6% | -10.2% | -0.4% | -6.7% |
| 1Y | -45.3% | -10.5% | -34.8% | -42.3% |
| All | -45.3% | -11.4% | -33.9% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling