-42.6%
KWEB vs MLM
+43.0%
-85.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -1.3% | +1.4% | -2.7% | -1.8% |
| 30D | -11.5% | -6.5% | -5.0% | -9.5% |
| 3M | -2.9% | -7.4% | +4.5% | -1.2% |
| 6M | -14.6% | -15.8% | +1.2% | -10.2% |
| YTD | -25.5% | -17.4% | -8.1% | -21.5% |
| 1Y | -31.1% | -17.9% | -13.2% | -27.4% |
| 3Y | +3.0% | +18.9% | -15.9% | -9.8% |
| 5Y | -42.6% | +43.4% | -86.0% | -53.2% |
| All | -42.6% | +43.0% | -85.6% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling