-42.1%
KWEB vs MTUM
+78.7%
-120.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.2% |
| 7D | -5.6% | +0.7% | -6.3% | -6.1% |
| 30D | -10.7% | -2.4% | -8.2% | -9.3% |
| 3M | -7.4% | -3.6% | -3.8% | -6.9% |
| 6M | -19.3% | +23.7% | -43.0% | -34.6% |
| YTD | -27.8% | +22.9% | -50.7% | -41.2% |
| 1Y | -35.9% | +21.8% | -57.7% | -47.5% |
| 3Y | -1.9% | +114.4% | -116.4% | -56.5% |
| All | -42.1% | +78.7% | -120.7% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling