+863.3%
KEYS vs MLM
+385.8%
+477.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.3% | +5.1% |
| 7D | -11.4% | -4.1% | -7.3% | -10.1% |
| 30D | -28.7% | +8.2% | -36.8% | -31.0% |
| 3M | -19.2% | -3.6% | -15.7% | -18.6% |
| 6M | -25.8% | -15.6% | -10.2% | -22.0% |
| YTD | +33.9% | -16.4% | +50.4% | +41.2% |
| 1Y | +47.1% | -14.3% | +61.4% | +53.7% |
| 3Y | +119.4% | +19.3% | +100.1% | +103.1% |
| 5Y | +48.2% | +29.6% | +18.6% | +31.5% |
| 10Y | +755.2% | +189.9% | +565.3% | +465.5% |
| All | +863.3% | +385.8% | +477.5% | +453.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling