+2,664.1%
KR vs MLM
+2,961.7%
-297.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +1.5% | -2.9% | +4.4% | +2.0% |
| 30D | +4.1% | -6.8% | +10.9% | +5.2% |
| 3M | -5.2% | -11.2% | +6.0% | -3.6% |
| 6M | -12.8% | -21.8% | +9.1% | -9.7% |
| YTD | -4.6% | -17.0% | +12.4% | -2.4% |
| 1Y | -11.7% | -16.4% | +4.7% | -9.8% |
| 3Y | +36.3% | +14.5% | +21.8% | +30.5% |
| 5Y | +40.0% | +41.7% | -1.8% | +27.6% |
| 10Y | +122.2% | +200.0% | -77.8% | +66.8% |
| All | +2,664.1% | +2,961.7% | -297.6% | +1,114.2% |
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