+121.9%
KRE vs MTUM
+357.8%
-235.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.8% |
| 7D | -1.8% | +0.7% | -2.5% | -2.4% |
| 30D | -4.5% | -2.4% | -2.1% | -3.0% |
| 3M | +2.7% | -3.6% | +6.4% | +3.5% |
| 6M | +16.9% | +23.7% | -6.8% | -3.6% |
| YTD | +15.4% | +22.9% | -7.6% | -4.7% |
| 1Y | +16.1% | +21.8% | -5.7% | -3.6% |
| 3Y | +85.7% | +114.4% | -28.7% | -2.5% |
| 5Y | +33.3% | +79.6% | -46.3% | -20.0% |
| All | +121.9% | +357.8% | -235.9% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling