+58.2%
KEYS vs MLM
+25.7%
+32.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.8% |
| 7D | +9.4% | -0.9% | +10.3% | +9.9% |
| 30D | -16.8% | +9.0% | -25.8% | -21.0% |
| 3M | -15.9% | -5.6% | -10.3% | -13.9% |
| 6M | -17.6% | -10.7% | -6.9% | -14.2% |
| YTD | +46.5% | -17.2% | +63.7% | +58.8% |
| 1Y | +66.9% | -14.2% | +81.1% | +77.3% |
| 3Y | +141.4% | +15.6% | +125.8% | +111.5% |
| All | +58.2% | +25.7% | +32.5% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling