+119.4%
KEYS vs MLM
+18.7%
+100.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.3% | +5.3% |
| 7D | -11.4% | -4.1% | -7.3% | -9.7% |
| 30D | -28.7% | +8.2% | -36.8% | -31.6% |
| 3M | -19.2% | -3.6% | -15.7% | -18.2% |
| 6M | -25.8% | -15.6% | -10.2% | -19.9% |
| YTD | +33.9% | -16.4% | +50.4% | +44.4% |
| 1Y | +47.1% | -14.3% | +61.4% | +56.3% |
| 3Y | +119.4% | +19.3% | +100.1% | +88.0% |
| All | +119.4% | +18.7% | +100.7% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling