-20.6%
KWEB vs MLM
+203.1%
-223.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.8% |
| 7D | -3.6% | -2.7% | -0.9% | -2.8% |
| 30D | -14.9% | -8.3% | -6.6% | -12.8% |
| 3M | -5.4% | -12.0% | +6.5% | -2.5% |
| 6M | -18.9% | -17.6% | -1.2% | -14.8% |
| YTD | -27.2% | -18.9% | -8.4% | -23.5% |
| 1Y | -34.2% | -17.6% | -16.6% | -31.3% |
| 3Y | +0.6% | +16.8% | -16.2% | -6.7% |
| 5Y | -43.5% | +41.0% | -84.5% | -50.9% |
| 10Y | -20.6% | +209.3% | -229.9% | -46.2% |
| All | -20.6% | +203.1% | -223.6% | -46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling