+79.1%
MTUM vs KEYS
+87.1%
-7.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | -0.4% |
| 7D | +0.7% | +3.5% | -2.8% | -0.8% |
| 30D | -2.4% | -4.5% | +2.0% | -0.7% |
| 3M | -3.6% | -0.4% | -3.2% | -3.6% |
| 6M | +23.7% | +19.1% | +4.5% | +15.3% |
| YTD | +22.9% | +66.7% | -43.8% | -1.3% |
| 1Y | +21.8% | +96.5% | -74.7% | -9.3% |
| 3Y | +114.4% | +155.2% | -40.7% | +38.9% |
| All | +79.1% | +87.1% | -7.9% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 5y: compounded portfolio wealth divided by compounded KEYS 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…
5y analysis · Full analysis span regression · 6 months rolling