+309.9%
KEEL vs MLM
+110.1%
+199.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.5% |
| 7D | +19.3% | -2.7% | +22.0% | +21.1% |
| 30D | +9.1% | -8.3% | +17.4% | +14.8% |
| 3M | -31.5% | -12.0% | -19.6% | -27.6% |
| 6M | +75.8% | -17.6% | +93.5% | +93.7% |
| YTD | +57.9% | -18.9% | +76.7% | +76.1% |
| 1Y | +133.3% | -17.6% | +151.0% | +159.5% |
| 3Y | +204.1% | +16.8% | +187.3% | +180.3% |
| 5Y | -37.5% | +41.0% | -78.6% | -45.9% |
| All | +309.9% | +110.1% | +199.9% | +319.0% |
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