+25.3%
MTUM vs KRMN
-25.5%
+50.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | +1.7% | -12.3% | +14.0% | +3.2% |
| 30D | -1.7% | -27.5% | +25.8% | +2.0% |
| 3M | -6.3% | -26.5% | +20.1% | -3.6% |
| 6M | +21.8% | -59.6% | +81.4% | +34.0% |
| YTD | +22.0% | -45.4% | +67.4% | +29.0% |
| 1Y | +25.3% | -25.1% | +50.5% | +32.9% |
| All | +25.3% | -25.5% | +50.9% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 1y: compounded portfolio wealth divided by compounded KRMN 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…
1y analysis · Full analysis span regression · 6 months rolling