+235.0%
KRE vs MTUM
+595.4%
-360.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.9% |
| 7D | -1.4% | +1.2% | -2.7% | -2.4% |
| 30D | -3.9% | -1.7% | -2.2% | -2.9% |
| 3M | +3.6% | -0.5% | +4.1% | +1.7% |
| 6M | +15.4% | +22.3% | -7.0% | -4.5% |
| YTD | +15.2% | +21.4% | -6.1% | -4.4% |
| 1Y | +16.5% | +20.0% | -3.6% | -2.7% |
| 3Y | +85.2% | +113.0% | -27.8% | -3.6% |
| 5Y | +33.1% | +77.3% | -44.2% | -20.1% |
| 10Y | +123.1% | +350.5% | -227.4% | -42.0% |
| All | +235.0% | +595.4% | -360.4% | -37.2% |
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