+755.4%
KEYS vs MLM
+167.5%
+588.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.5% | +3.7% | +5.2% |
| 7D | -3.3% | -3.8% | +0.5% | -1.8% |
| 30D | -24.5% | +11.0% | -35.5% | -27.8% |
| 3M | -15.3% | -3.1% | -12.2% | -14.7% |
| 6M | -19.8% | -9.8% | -10.0% | -17.6% |
| YTD | +42.2% | -14.4% | +56.6% | +49.0% |
| 1Y | +59.8% | -12.6% | +72.3% | +66.2% |
| 3Y | +137.0% | +19.7% | +117.3% | +117.9% |
| 5Y | +55.5% | +29.8% | +25.7% | +36.3% |
| 10Y | +755.4% | +153.5% | +601.9% | +479.3% |
| All | +755.4% | +167.5% | +588.0% | +479.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling