+368.1%
KEY vs MLM
+3,039.4%
-2,671.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.2% | +2.4% | +0.1% |
| 7D | -2.5% | -1.2% | -1.2% | -1.9% |
| 30D | +4.1% | +7.9% | -3.9% | -0.4% |
| 3M | -8.4% | -4.5% | -3.9% | -6.4% |
| 6M | -2.3% | -12.6% | +10.4% | +3.8% |
| YTD | +4.6% | -14.9% | +19.4% | +11.8% |
| 1Y | +24.6% | -13.1% | +37.6% | +31.6% |
| 3Y | +112.8% | +21.2% | +91.5% | +85.6% |
| 5Y | +12.9% | +32.0% | -19.1% | -7.1% |
| 10Y | +126.7% | +195.3% | -68.7% | +19.3% |
| All | +368.1% | +3,039.4% | -2,671.3% | +2.8% |
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