-34.2%
KWEB vs MLM
-18.7%
-15.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | -3.6% | -2.7% | -0.9% | -3.1% |
| 30D | -14.9% | -8.3% | -6.6% | -13.8% |
| 3M | -5.4% | -12.0% | +6.5% | -4.3% |
| 6M | -18.9% | -17.6% | -1.2% | -16.9% |
| YTD | -27.2% | -18.9% | -8.4% | -25.7% |
| 1Y | -34.2% | -17.6% | -16.6% | -33.4% |
| All | -34.2% | -18.7% | -15.5% | -33.4% |
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