+365.7%
KEY vs MLM
+2,981.8%
-2,616.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.5% |
| 7D | -1.3% | -4.1% | +2.8% | +1.0% |
| 30D | +5.1% | +8.2% | -3.0% | +0.5% |
| 3M | -7.1% | -3.6% | -3.5% | -5.6% |
| 6M | -4.4% | -15.6% | +11.2% | +3.5% |
| YTD | +4.0% | -16.4% | +20.4% | +12.4% |
| 1Y | +23.4% | -14.3% | +37.8% | +31.4% |
| 3Y | +113.9% | +19.3% | +94.6% | +88.2% |
| 5Y | +12.3% | +29.6% | -17.3% | -6.6% |
| 10Y | +125.5% | +189.9% | -64.4% | +19.9% |
| All | +365.7% | +2,981.8% | -2,616.2% | +3.3% |
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