+347.6%
KR vs MTUM
+604.3%
-256.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.5% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | +5.1% | -2.4% | +7.5% | +5.4% |
| 3M | -8.2% | -3.6% | -4.5% | -8.1% |
| 6M | -18.0% | +23.7% | -41.7% | -22.7% |
| YTD | -4.8% | +22.9% | -27.7% | -10.4% |
| 1Y | -11.0% | +21.8% | -32.8% | -16.2% |
| 3Y | +37.7% | +114.4% | -76.8% | +8.0% |
| 5Y | +52.8% | +79.6% | -26.8% | +25.2% |
| 10Y | +128.8% | +356.2% | -227.5% | +8.6% |
| All | +347.6% | +604.3% | -256.7% | +45.1% |
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