+178.0%
MTUM vs KEEL
+294.5%
-116.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +1.1% |
| 7D | +0.7% | +2.9% | -2.2% | +0.5% |
| 30D | -2.4% | +0.8% | -3.3% | -2.7% |
| 3M | -3.6% | -35.3% | +31.7% | -1.8% |
| 6M | +23.7% | +59.4% | -35.7% | +19.3% |
| YTD | +22.9% | +51.9% | -29.0% | +18.4% |
| 1Y | +21.8% | +75.0% | -53.2% | +15.1% |
| 3Y | +114.4% | +224.5% | -110.1% | +90.0% |
| 5Y | +79.6% | -35.9% | +115.5% | +62.9% |
| All | +178.0% | +294.5% | -116.5% | +133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling