+494.4%
KDP vs MTUM
+608.1%
-113.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | +2.1% | +4.1% | -2.0% | +0.8% |
| 30D | +8.5% | -0.2% | +8.7% | +8.4% |
| 3M | +6.6% | -1.9% | +8.5% | +6.2% |
| 6M | +17.1% | +28.1% | -11.0% | +5.6% |
| YTD | +19.0% | +23.6% | -4.5% | +8.5% |
| 1Y | +21.8% | +26.1% | -4.4% | +9.9% |
| 3Y | +6.4% | +116.8% | -110.4% | -25.0% |
| 5Y | +5.1% | +80.0% | -74.9% | -20.5% |
| 10Y | +175.8% | +346.4% | -170.6% | +23.3% |
| All | +494.4% | +608.1% | -113.7% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 all: compounded portfolio wealth divided by compounded MTUM 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…
all analysis · Full analysis span regression · 6 months rolling