+20.4%
KWEB vs MTUM
+550.0%
-529.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.4% |
| 7D | -5.6% | +0.7% | -6.3% | -6.2% |
| 30D | -10.7% | -2.4% | -8.2% | -9.0% |
| 3M | -7.4% | -3.6% | -3.8% | -6.8% |
| 6M | -19.3% | +23.7% | -43.0% | -35.8% |
| YTD | -27.8% | +22.9% | -50.7% | -42.3% |
| 1Y | -35.9% | +21.8% | -57.7% | -48.4% |
| 3Y | -1.9% | +114.4% | -116.4% | -55.9% |
| 5Y | -43.2% | +79.6% | -122.7% | -69.3% |
| 10Y | -21.2% | +356.2% | -377.4% | -84.2% |
| All | +20.4% | +550.0% | -529.6% | -84.5% |
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 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