+29.6%
KEY vs MULL
+444.9%
-415.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -13.8% | +15.3% | +1.7% |
| 7D | +1.7% | -35.9% | +37.6% | +2.1% |
| 30D | +6.8% | -47.3% | +54.1% | +7.5% |
| 3M | -5.8% | -30.6% | +24.8% | -5.6% |
| 6M | +1.4% | +13.7% | -12.3% | -1.7% |
| YTD | +7.5% | +272.1% | -264.6% | -0.7% |
| 1Y | +29.6% | +475.1% | -445.5% | +17.9% |
| All | +29.6% | +444.9% | -415.3% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling