-4.4%
MLM vs KRMN
+17.4%
-21.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -11.3% | +9.5% | -0.5% |
| 7D | -2.7% | -12.9% | +10.1% | -1.3% |
| 30D | -8.3% | -43.3% | +35.0% | -2.4% |
| 3M | -12.0% | -27.2% | +15.2% | -9.3% |
| 6M | -17.6% | -66.8% | +49.2% | -7.6% |
| YTD | -18.9% | -51.9% | +33.0% | -14.0% |
| 1Y | -17.6% | -43.7% | +26.0% | -14.9% |
| All | -4.4% | +17.4% | -21.8% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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