-82.2%
MARA vs KIM
+63.6%
-145.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.2% |
| 7D | +10.1% | +0.1% | +10.0% | +10.0% |
| 30D | -15.1% | +14.1% | -29.2% | -22.8% |
| 3M | -24.1% | +6.0% | -30.1% | -27.7% |
| 6M | -45.2% | +13.2% | -58.4% | -50.7% |
| YTD | -22.2% | +30.4% | -52.5% | -36.6% |
| 1Y | -45.3% | +31.0% | -76.3% | -55.7% |
| 3Y | -23.9% | +67.6% | -91.5% | -46.2% |
| 5Y | -90.8% | +35.8% | -126.6% | -92.1% |
| All | -82.2% | +63.6% | -145.8% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling