+595.4%
MTUM vs KMX
+45.0%
+550.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | +1.2% | -3.4% | +4.6% | +2.0% |
| 30D | -1.7% | +4.0% | -5.7% | -2.6% |
| 3M | -0.5% | +24.8% | -25.3% | -5.7% |
| 6M | +22.3% | +43.6% | -21.3% | +11.5% |
| YTD | +21.4% | +56.6% | -35.3% | +7.9% |
| 1Y | +20.0% | +2.2% | +17.8% | +15.6% |
| 3Y | +113.0% | -25.4% | +138.4% | +115.4% |
| 5Y | +77.3% | -55.0% | +132.3% | +95.7% |
| 10Y | +350.5% | +9.6% | +340.9% | +272.2% |
| All | +595.4% | +45.0% | +550.4% | +427.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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