+58.7%
KMI vs MTUM
+595.4%
-536.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.3% |
| 7D | -2.1% | +1.2% | -3.3% | -2.8% |
| 30D | -1.7% | -1.7% | 0.0% | -0.9% |
| 3M | -1.9% | -0.5% | -1.4% | -3.3% |
| 6M | -4.3% | +22.3% | -26.7% | -18.2% |
| YTD | +15.8% | +21.4% | -5.6% | -1.0% |
| 1Y | +17.6% | +20.0% | -2.4% | +0.9% |
| 3Y | +113.1% | +113.0% | +0.2% | +21.4% |
| 5Y | +154.0% | +77.3% | +76.7% | +62.2% |
| 10Y | +133.1% | +350.5% | -217.4% | -33.3% |
| All | +58.7% | +595.4% | -536.7% | -67.6% |
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 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