+604.3%
MTUM vs KNX
+406.8%
+197.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | +0.7% | -5.6% | +6.3% | +2.1% |
| 30D | -2.4% | -4.4% | +2.0% | -1.4% |
| 3M | -3.6% | -17.3% | +13.7% | +0.7% |
| 6M | +23.7% | +22.6% | +1.0% | +16.9% |
| YTD | +22.9% | +31.1% | -8.2% | +13.8% |
| 1Y | +21.8% | +60.2% | -38.4% | +6.6% |
| 3Y | +114.4% | +35.8% | +78.7% | +91.4% |
| 5Y | +79.6% | +38.9% | +40.6% | +56.7% |
| 10Y | +356.2% | +166.5% | +189.8% | +222.8% |
| All | +604.3% | +406.8% | +197.5% | +300.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling