+106.8%
KEYS vs MULL
+2,481.0%
-2,374.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.3% |
| 7D | +4.4% | +14.0% | -9.6% | +2.4% |
| 30D | -2.2% | +24.8% | -27.0% | -5.6% |
| 3M | +0.5% | -16.1% | +16.7% | -1.6% |
| 6M | +22.4% | +330.9% | -308.5% | -9.9% |
| YTD | +64.1% | +545.0% | -480.9% | +10.6% |
| 1Y | +97.0% | +2,427.1% | -2,330.2% | +1.9% |
| All | +106.8% | +2,481.0% | -2,374.2% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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