+609.5%
MTUM vs KIM
+95.9%
+513.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +4.1% | -1.0% | +5.1% | +4.4% |
| 30D | +0.6% | -1.1% | +1.7% | +0.9% |
| 3M | -0.6% | -5.3% | +4.7% | +0.4% |
| 6M | +25.3% | +3.9% | +21.4% | +23.8% |
| YTD | +23.8% | +20.3% | +3.5% | +17.8% |
| 1Y | +25.4% | +10.4% | +14.9% | +21.7% |
| 3Y | +117.3% | +46.3% | +70.9% | +95.1% |
| 5Y | +79.7% | +37.6% | +42.1% | +62.8% |
| 10Y | +359.6% | +34.5% | +325.1% | +319.8% |
| All | +609.5% | +95.9% | +513.5% | +437.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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