+1.2%
KWEB vs MLM
+18.8%
-17.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.8% |
| 7D | +4.1% | -3.8% | +8.0% | +4.9% |
| 30D | -2.5% | +11.0% | -13.5% | -4.7% |
| 3M | -15.2% | -3.1% | -12.1% | -14.8% |
| 6M | -17.7% | -9.8% | -7.9% | -16.5% |
| YTD | -28.6% | -14.4% | -14.2% | -26.9% |
| 1Y | -33.8% | -12.6% | -21.3% | -32.6% |
| 3Y | +1.2% | +19.7% | -18.6% | +5.9% |
| All | +1.2% | +18.8% | -17.7% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling