-27.9%
MARA vs KIM
+9.4%
-37.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.0% |
| 7D | -1.5% | -1.5% | 0.0% | -1.3% |
| 30D | +18.1% | -1.7% | +19.8% | +18.2% |
| 3M | -9.4% | -7.1% | -2.3% | -8.9% |
| 6M | +33.4% | +2.9% | +30.5% | +26.7% |
| YTD | +27.3% | +18.8% | +8.4% | +13.0% |
| 1Y | -27.9% | +9.4% | -37.4% | -29.9% |
| All | -27.9% | +9.4% | -37.4% | -29.9% |
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 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