+395.4%
KEY vs MLM
+2,961.7%
-2,566.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.4% |
| 7D | +2.2% | -2.9% | +5.1% | +3.8% |
| 30D | -3.0% | -6.8% | +3.8% | +0.6% |
| 3M | +3.3% | -11.2% | +14.6% | +9.3% |
| 6M | +9.2% | -21.8% | +31.0% | +23.5% |
| YTD | +10.6% | -17.0% | +27.6% | +20.3% |
| 1Y | +20.4% | -16.4% | +36.8% | +30.1% |
| 3Y | +121.8% | +14.5% | +107.4% | +99.4% |
| 5Y | +41.1% | +41.7% | -0.6% | +11.6% |
| 10Y | +168.5% | +200.0% | -31.5% | +40.2% |
| All | +395.4% | +2,961.7% | -2,566.4% | +10.5% |
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