+37.6%
KR vs MLM
+20.2%
+17.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | +1.5% | -2.9% | +4.4% | +1.5% |
| 30D | +4.1% | -6.8% | +10.9% | +4.1% |
| 3M | -5.2% | -11.2% | +6.0% | -5.2% |
| 6M | -12.8% | -21.8% | +9.1% | -12.4% |
| YTD | -4.6% | -17.0% | +12.4% | -4.5% |
| 1Y | -11.7% | -16.4% | +4.7% | -11.6% |
| All | +37.6% | +20.2% | +17.4% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling