+1,058.3%
KEYS vs MLM
+382.6%
+675.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | +2.3% | -2.9% | +5.2% | +3.3% |
| 30D | -2.6% | -6.8% | +4.2% | -0.2% |
| 3M | -4.6% | -11.2% | +6.6% | -1.1% |
| 6M | +8.7% | -21.8% | +30.6% | +18.3% |
| YTD | +61.0% | -17.0% | +78.0% | +70.9% |
| 1Y | +96.0% | -16.4% | +112.4% | +107.4% |
| 3Y | +144.4% | +14.5% | +129.9% | +129.9% |
| 5Y | +80.5% | +41.7% | +38.8% | +56.6% |
| 10Y | +974.9% | +200.0% | +774.9% | +606.4% |
| All | +1,058.3% | +382.6% | +675.7% | +570.4% |
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