+2,896.3%
KLAC vs MTUM
+357.8%
+2,538.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +0.1% |
| 7D | -2.7% | +0.7% | -3.4% | -3.7% |
| 30D | -13.2% | -2.4% | -10.7% | -9.7% |
| 3M | -25.0% | -3.6% | -21.4% | -18.2% |
| 6M | +23.6% | +23.7% | -0.1% | -4.0% |
| YTD | +49.2% | +22.9% | +26.3% | +18.4% |
| 1Y | +89.3% | +21.8% | +67.6% | +53.1% |
| 3Y | +274.4% | +114.4% | +159.9% | +42.3% |
| 5Y | +440.9% | +79.6% | +361.4% | +168.8% |
| All | +2,896.3% | +357.8% | +2,538.5% | +352.7% |
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