+106.0%
KNX vs MLM
+167.5%
-61.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.7% | +4.2% |
| 7D | -0.3% | -3.8% | +3.5% | +1.2% |
| 30D | -4.7% | +11.0% | -15.7% | -8.6% |
| 3M | -12.0% | -3.1% | -8.9% | -11.1% |
| 6M | -3.5% | -9.8% | +6.3% | -0.4% |
| YTD | +18.6% | -14.4% | +32.9% | +24.8% |
| 1Y | +34.3% | -12.6% | +46.9% | +40.2% |
| 3Y | +28.8% | +19.7% | +9.1% | +18.7% |
| 5Y | +9.6% | +29.8% | -20.2% | -3.8% |
| 10Y | +106.0% | +153.5% | -47.6% | +36.5% |
| All | +106.0% | +167.5% | -61.5% | +36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling