+64.9%
KR vs MLM
+16.0%
+49.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.4% |
| 7D | +1.4% | -4.1% | +5.5% | +1.5% |
| 30D | +14.3% | +8.2% | +6.1% | +14.3% |
| 3M | +18.9% | -3.6% | +22.5% | +19.0% |
| 6M | +3.8% | -15.6% | +19.4% | +4.0% |
| YTD | +10.2% | -16.4% | +26.7% | +10.5% |
| 1Y | +9.2% | -14.3% | +23.5% | +9.3% |
| All | +64.9% | +16.0% | +49.0% | +72.0% |
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