+113.7%
KLAC vs MTUM
+26.3%
+87.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.8% | +5.5% | +3.9% |
| 7D | +5.7% | +1.7% | +4.0% | +2.6% |
| 30D | -3.6% | -1.7% | -2.0% | -0.3% |
| 3M | -12.8% | -6.3% | -6.5% | +2.6% |
| 6M | +26.1% | +21.8% | +4.2% | -5.9% |
| YTD | +53.3% | +22.0% | +31.3% | +16.4% |
| 1Y | +113.7% | +25.3% | +88.3% | +65.5% |
| All | +113.7% | +26.3% | +87.4% | +65.5% |
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