+172.9%
KEY vs MLM
+199.9%
-27.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.5% |
| 7D | +2.2% | -2.9% | +5.1% | +4.2% |
| 30D | -3.0% | -6.8% | +3.8% | +1.4% |
| 3M | +3.3% | -11.2% | +14.6% | +10.4% |
| 6M | +9.2% | -21.8% | +31.0% | +26.5% |
| YTD | +10.6% | -17.0% | +27.6% | +22.0% |
| 1Y | +20.4% | -16.4% | +36.8% | +31.7% |
| 3Y | +121.8% | +14.5% | +107.4% | +91.7% |
| 5Y | +41.1% | +41.7% | -0.6% | +2.6% |
| All | +172.9% | +199.9% | -27.0% | +26.4% |
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