+349.5%
MTUM vs KEY
+172.4%
+177.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +0.7% | -1.5% | +2.2% | +1.1% |
| 30D | -2.4% | -3.7% | +1.2% | -1.6% |
| 3M | -3.6% | -1.3% | -2.4% | -3.4% |
| 6M | +23.7% | +13.3% | +10.3% | +19.8% |
| YTD | +22.9% | +9.0% | +14.0% | +20.1% |
| 1Y | +21.8% | +18.7% | +3.1% | +16.3% |
| 3Y | +114.4% | +125.3% | -10.8% | +72.6% |
| 5Y | +79.6% | +40.2% | +39.3% | +56.9% |
| All | +349.5% | +172.4% | +177.0% | +234.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling