-18.0%
KR vs MTUM
+23.8%
-41.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +3.3% |
| 7D | -0.2% | +0.7% | -0.9% | +0.2% |
| 30D | +5.1% | -2.4% | +7.5% | +4.0% |
| 3M | -8.2% | -3.6% | -4.5% | -8.7% |
| 6M | -18.0% | +23.7% | -41.7% | -4.5% |
| All | -18.0% | +23.8% | -41.8% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling