+170.1%
KNX vs MLM
+204.6%
-34.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.5% |
| 7D | +6.4% | +1.4% | +5.0% | +5.8% |
| 30D | +1.4% | -6.5% | +7.9% | +4.0% |
| 3M | -12.0% | -7.4% | -4.6% | -9.9% |
| 6M | +25.2% | -15.8% | +41.0% | +33.0% |
| YTD | +36.6% | -17.4% | +54.0% | +46.1% |
| 1Y | +67.6% | -17.9% | +85.5% | +79.5% |
| 3Y | +40.8% | +18.9% | +21.9% | +30.2% |
| 5Y | +43.3% | +43.4% | -0.1% | +22.2% |
| 10Y | +170.1% | +206.2% | -36.1% | +72.9% |
| All | +170.1% | +204.6% | -34.5% | +72.9% |
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 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