-75.3%
MARA vs KIM
+33.1%
-108.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.3% |
| 7D | -1.5% | -1.5% | 0.0% | -0.4% |
| 30D | +18.1% | -1.7% | +19.8% | +19.2% |
| 3M | -9.4% | -7.1% | -2.3% | -5.6% |
| 6M | +33.4% | +2.9% | +30.5% | +29.4% |
| YTD | +27.3% | +18.8% | +8.4% | +11.2% |
| 1Y | -27.9% | +9.4% | -37.4% | -33.4% |
| 3Y | +4.8% | +44.6% | -39.8% | -17.9% |
| 5Y | -68.0% | +37.9% | -106.0% | -72.2% |
| All | -75.3% | +33.1% | -108.4% | -81.9% |
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