+125.2%
KR vs MLM
+204.6%
-79.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.3% |
| 7D | -1.3% | +1.4% | -2.7% | -1.4% |
| 30D | +1.5% | -6.5% | +8.0% | +2.0% |
| 3M | -8.5% | -7.4% | -1.1% | -8.1% |
| 6M | -21.9% | -15.8% | -6.1% | -21.0% |
| YTD | -6.9% | -17.4% | +10.6% | -5.8% |
| 1Y | -14.0% | -17.9% | +3.9% | -13.0% |
| 3Y | +30.3% | +18.9% | +11.4% | +27.1% |
| 5Y | +37.7% | +43.4% | -5.7% | +31.2% |
| 10Y | +125.2% | +206.2% | -81.0% | +98.5% |
| All | +125.2% | +204.6% | -79.4% | +98.5% |
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