+4,934.8%
KNX vs MLM
+3,642.0%
+1,292.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.6% | +3.3% |
| 7D | +7.4% | -2.9% | +10.3% | +8.5% |
| 30D | +2.0% | -6.8% | +8.8% | +4.6% |
| 3M | -7.9% | -11.2% | +3.4% | -4.3% |
| 6M | +14.4% | -21.8% | +36.2% | +24.7% |
| YTD | +38.9% | -17.0% | +55.9% | +47.8% |
| 1Y | +65.9% | -16.4% | +82.3% | +75.9% |
| 3Y | +35.8% | +14.5% | +21.4% | +27.5% |
| 5Y | +43.3% | +41.7% | +1.6% | +23.0% |
| 10Y | +179.6% | +200.0% | -20.4% | +69.8% |
| All | +4,934.8% | +3,642.0% | +1,292.8% | +1,232.5% |
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 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