+114.4%
MTUM vs KNX
+34.6%
+79.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +0.7% | -5.6% | +6.3% | +2.0% |
| 30D | -2.4% | -4.4% | +2.0% | -1.5% |
| 3M | -3.6% | -17.3% | +13.7% | +0.1% |
| 6M | +23.7% | +22.6% | +1.0% | +18.1% |
| YTD | +22.9% | +31.1% | -8.2% | +15.4% |
| 1Y | +21.8% | +60.2% | -38.4% | +9.1% |
| 3Y | +114.4% | +35.8% | +78.7% | +99.3% |
| All | +114.4% | +34.6% | +79.9% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 3y: compounded portfolio wealth divided by compounded KNX 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…
3y analysis · Full analysis span regression · 6 months rolling