+10.2%
MTUM vs KEEL
-45.0%
+55.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.3% |
| 7D | -10.1% | -13.6% | +3.5% | -8.0% |
| 30D | -15.6% | -39.1% | +23.6% | -8.7% |
| 3M | -12.7% | -48.9% | +36.2% | -3.8% |
| 6M | -3.7% | -35.4% | +31.7% | +1.5% |
| YTD | +9.4% | -10.6% | +20.1% | +8.0% |
| 1Y | +10.2% | -45.3% | +55.5% | +13.0% |
| All | +10.2% | -45.0% | +55.2% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling