-43.7%
KHC vs MTUM
+392.4%
-436.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -4.8% | +4.1% | -8.9% | -6.1% |
| 30D | +0.3% | +0.6% | -0.3% | -0.1% |
| 3M | +6.7% | -0.6% | +7.4% | +5.5% |
| 6M | +4.2% | +25.3% | -21.2% | -7.0% |
| YTD | +6.7% | +23.8% | -17.1% | -4.6% |
| 1Y | -1.4% | +25.4% | -26.8% | -12.6% |
| 3Y | -11.8% | +117.3% | -129.0% | -42.1% |
| 5Y | -13.4% | +79.7% | -93.0% | -38.0% |
| 10Y | -54.3% | +359.6% | -413.9% | -85.4% |
| All | -43.7% | +392.4% | -436.0% | -83.3% |
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 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