+13.5%
KMB vs MTUM
+357.8%
-344.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -6.5% | +0.7% | -7.2% | -6.6% |
| 30D | -8.8% | -2.4% | -6.4% | -8.4% |
| 3M | -2.2% | -3.6% | +1.5% | -2.0% |
| 6M | +0.7% | +23.7% | -23.0% | -5.9% |
| YTD | +1.0% | +22.9% | -21.9% | -5.6% |
| 1Y | -20.3% | +21.8% | -42.1% | -25.5% |
| 3Y | -13.3% | +114.4% | -127.7% | -33.4% |
| 5Y | -12.9% | +79.6% | -92.5% | -29.7% |
| All | +13.5% | +357.8% | -344.4% | -44.4% |
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