+283.4%
KEEL vs MLM
+115.0%
+168.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.4% | +2.9% |
| 7D | +7.8% | -2.9% | +10.7% | +9.6% |
| 30D | -11.7% | -6.8% | -4.9% | -8.0% |
| 3M | -41.5% | -11.2% | -30.2% | -38.6% |
| 6M | +54.9% | -21.8% | +76.7% | +76.7% |
| YTD | +47.7% | -17.0% | +64.6% | +62.5% |
| 1Y | +177.6% | -16.4% | +194.0% | +205.2% |
| 3Y | +164.9% | +14.5% | +150.4% | +146.4% |
| 5Y | -45.9% | +41.7% | -87.6% | -53.6% |
| All | +283.4% | +115.0% | +168.4% | +286.7% |
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