-12.8%
KMB vs MTUM
+116.3%
-129.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | -8.6% | +4.1% | -12.7% | -8.3% |
| 30D | -7.5% | +0.6% | -8.2% | -7.5% |
| 3M | -0.6% | -0.6% | 0.0% | -0.7% |
| 6M | -1.5% | +25.3% | -26.9% | -2.1% |
| YTD | +1.6% | +23.8% | -22.2% | +0.9% |
| 1Y | -20.8% | +25.4% | -46.2% | -21.3% |
| All | -12.8% | +116.3% | -129.1% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling