-27.2%
KWEB vs MLM
-15.9%
-11.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.8% |
| 7D | -1.0% | -2.9% | +1.9% | -0.6% |
| 30D | -8.7% | -6.8% | -1.9% | -7.8% |
| 3M | -4.0% | -11.2% | +7.3% | -2.9% |
| 6M | -13.1% | -21.8% | +8.7% | -10.3% |
| YTD | -23.5% | -17.0% | -6.5% | -22.1% |
| 1Y | -27.2% | -16.4% | -10.8% | -26.0% |
| All | -27.2% | -15.9% | -11.3% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling