+3,108.5%
KR vs MLM
+3,058.1%
+50.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.1% |
| 7D | -0.5% | -3.8% | +3.3% | +0.1% |
| 30D | +10.3% | +11.0% | -0.7% | +8.4% |
| 3M | +20.7% | -3.1% | +23.8% | +21.2% |
| 6M | +4.9% | -9.8% | +14.7% | +6.2% |
| YTD | +10.7% | -14.4% | +25.1% | +12.7% |
| 1Y | +7.2% | -12.6% | +19.7% | +8.6% |
| 3Y | +65.7% | +19.7% | +45.9% | +57.7% |
| 5Y | +80.8% | +29.8% | +51.0% | +67.5% |
| 10Y | +159.6% | +153.5% | +6.1% | +102.1% |
| All | +3,108.5% | +3,058.1% | +50.4% | +1,301.2% |
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