-58.7%
MARA vs KIM
+33.1%
-91.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.6% | -2.9% |
| 7D | -6.5% | +10.6% | -17.1% | -3.6% |
| 30D | -38.5% | +17.5% | -56.0% | -35.9% |
| 3M | -41.5% | +4.7% | -46.2% | -39.8% |
| 6M | -41.9% | +13.1% | -55.1% | -42.0% |
| YTD | -23.5% | +32.1% | -55.6% | -22.5% |
| 1Y | -58.7% | +32.7% | -91.3% | -58.2% |
| All | -58.7% | +33.1% | -91.8% | -58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling