-3.1%
KHC vs MTUM
+26.3%
-29.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.1% | -1.7% |
| 7D | -3.3% | +1.7% | -5.0% | -2.8% |
| 30D | -3.4% | -1.7% | -1.8% | -3.7% |
| 3M | +12.6% | -6.3% | +18.9% | +11.3% |
| 6M | +7.0% | +21.8% | -14.8% | +9.4% |
| YTD | +6.1% | +22.0% | -16.0% | +7.8% |
| 1Y | -3.1% | +25.3% | -28.4% | -2.3% |
| All | -3.1% | +26.3% | -29.4% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling