+696.7%
KKR vs MTUM
+357.8%
+338.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -1.1% |
| 7D | -6.2% | +0.7% | -6.9% | -6.9% |
| 30D | -8.9% | -2.4% | -6.4% | -6.8% |
| 3M | +6.3% | -3.6% | +9.9% | +7.6% |
| 6M | +16.5% | +23.7% | -7.2% | -13.2% |
| YTD | -20.3% | +22.9% | -43.2% | -40.1% |
| 1Y | -29.8% | +21.8% | -51.5% | -46.8% |
| 3Y | +63.2% | +114.4% | -51.3% | -33.1% |
| 5Y | +68.0% | +79.6% | -11.6% | -14.8% |
| All | +696.7% | +357.8% | +338.9% | +67.6% |
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