-13.7%
KMB vs MTUM
+78.7%
-92.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -6.5% | +0.7% | -7.2% | -6.5% |
| 30D | -8.8% | -2.4% | -6.4% | -8.7% |
| 3M | -2.2% | -3.6% | +1.5% | -2.2% |
| 6M | +0.7% | +23.7% | -23.0% | -2.0% |
| YTD | +1.0% | +22.9% | -21.9% | -1.6% |
| 1Y | -20.3% | +21.8% | -42.1% | -22.4% |
| 3Y | -13.3% | +114.4% | -127.7% | -23.5% |
| All | -13.7% | +78.7% | -92.3% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling