+128.7%
KEEL vs MLM
+118.9%
+9.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.8% | +9.1% | +8.8% |
| 7D | -1.4% | -5.8% | +4.4% | +2.6% |
| 30D | -29.8% | +9.8% | -39.7% | -33.8% |
| 3M | -37.1% | -5.2% | -31.9% | -35.4% |
| 6M | -51.9% | -10.3% | -41.6% | -50.0% |
| YTD | -11.9% | -15.5% | +3.5% | -4.5% |
| 1Y | -38.6% | -15.0% | -23.5% | -33.5% |
| 3Y | +72.5% | +17.5% | +55.0% | +57.3% |
| 5Y | -74.4% | +30.5% | -104.9% | -78.0% |
| All | +128.7% | +118.9% | +9.8% | +127.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling