-55.6%
KHC vs MTUM
+357.8%
-413.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.5% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | +1.9% | -2.4% | +4.3% | +2.5% |
| 3M | +3.2% | -3.6% | +6.8% | +3.3% |
| 6M | +10.0% | +23.7% | -13.7% | -0.2% |
| YTD | +6.7% | +22.9% | -16.2% | -3.3% |
| 1Y | -0.9% | +21.8% | -22.6% | -10.0% |
| 3Y | -13.6% | +114.4% | -128.0% | -40.8% |
| 5Y | -12.8% | +79.6% | -92.4% | -35.8% |
| All | -55.6% | +357.8% | -413.4% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling