+599.3%
MTUM vs KEY
+280.9%
+318.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +1.7% | +2.2% | -0.5% | +1.1% |
| 30D | -1.7% | -3.0% | +1.4% | -0.9% |
| 3M | -6.3% | +3.3% | -9.7% | -7.2% |
| 6M | +21.8% | +9.2% | +12.6% | +19.0% |
| YTD | +22.0% | +10.6% | +11.4% | +18.6% |
| 1Y | +25.3% | +20.4% | +4.9% | +19.0% |
| 3Y | +112.1% | +121.8% | -9.7% | +69.2% |
| 5Y | +76.2% | +41.1% | +35.1% | +52.2% |
| 10Y | +340.1% | +168.5% | +171.6% | +183.4% |
| All | +599.3% | +280.9% | +318.4% | +286.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling