+5,331.7%
KLAC vs MTUM
+595.4%
+4,736.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -0.4% |
| 7D | +2.5% | +1.2% | +1.2% | +0.8% |
| 30D | -11.5% | -1.7% | -9.8% | -9.1% |
| 3M | -16.9% | -0.5% | -16.5% | -13.1% |
| 6M | +22.2% | +22.3% | -0.1% | -2.1% |
| YTD | +46.4% | +21.4% | +25.0% | +20.1% |
| 1Y | +91.0% | +20.0% | +71.0% | +59.9% |
| 3Y | +264.6% | +113.0% | +151.6% | +49.3% |
| 5Y | +430.6% | +77.3% | +353.3% | +181.8% |
| 10Y | +2,889.3% | +350.5% | +2,538.8% | +507.5% |
| All | +5,331.7% | +595.4% | +4,736.3% | +627.2% |
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