-13.7%
KKR vs MTUM
+9.7%
-23.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.0% | +7.5% | +6.2% |
| 7D | +8.9% | -10.1% | +19.0% | +12.6% |
| 30D | +12.7% | -15.6% | +28.2% | +19.1% |
| 3M | -6.2% | -12.7% | +6.6% | -2.1% |
| 6M | -1.5% | -3.7% | +2.2% | -6.0% |
| YTD | -20.1% | +9.4% | -29.5% | -30.3% |
| 1Y | -13.7% | +10.2% | -23.9% | -24.3% |
| All | -13.7% | +9.7% | -23.4% | -24.3% |
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