-11.7%
KR vs MTUM
+26.3%
-38.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | +1.0% |
| 7D | +1.5% | +1.7% | -0.2% | +2.3% |
| 30D | +4.1% | -1.7% | +5.7% | +3.4% |
| 3M | -5.2% | -6.3% | +1.1% | -7.0% |
| 6M | -12.8% | +21.8% | -34.6% | -2.1% |
| YTD | -4.6% | +22.0% | -26.6% | +6.8% |
| 1Y | -11.7% | +25.3% | -37.0% | +0.6% |
| All | -11.7% | +26.3% | -38.0% | +0.6% |
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 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