+18.6%
KEY vs MULL
+968.6%
-950.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.1% | -9.6% | -1.0% |
| 7D | -1.3% | -42.7% | +41.4% | +1.0% |
| 30D | +5.1% | -63.8% | +68.9% | +9.9% |
| 3M | -7.1% | -49.0% | +41.9% | -5.1% |
| 6M | -4.4% | -38.2% | +33.8% | -9.0% |
| YTD | +4.0% | +167.0% | -163.0% | -16.8% |
| 1Y | +23.4% | +247.7% | -224.3% | -5.5% |
| All | +18.6% | +968.6% | -950.0% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling