+32.7%
KO vs MTUM
+26.3%
+6.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.7% | -0.4% |
| 7D | -1.8% | +1.7% | -3.5% | -1.4% |
| 30D | +1.4% | -1.7% | +3.1% | +1.1% |
| 3M | +15.4% | -6.3% | +21.7% | +14.5% |
| 6M | +14.3% | +21.8% | -7.6% | +16.0% |
| YTD | +27.7% | +22.0% | +5.6% | +29.5% |
| 1Y | +32.7% | +25.3% | +7.3% | +33.7% |
| All | +32.7% | +26.3% | +6.4% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling