+23.7%
MTUM vs KEYS
+19.2%
+4.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | -1.3% |
| 7D | +0.7% | +3.5% | -2.8% | -1.5% |
| 30D | -2.4% | -4.5% | +2.0% | +0.3% |
| 3M | -3.6% | -0.4% | -3.2% | -4.1% |
| 6M | +23.7% | +19.1% | +4.5% | +10.6% |
| All | +23.7% | +19.2% | +4.5% | +10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling