-21.6%
MARA vs KIM
+65.0%
-86.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.5% |
| 7D | +22.4% | -0.7% | +23.1% | +23.1% |
| 30D | -21.0% | +13.4% | -34.4% | -29.8% |
| 3M | -25.3% | +6.5% | -31.9% | -30.0% |
| 6M | -43.4% | +10.6% | -54.0% | -50.2% |
| YTD | -19.8% | +29.9% | -49.7% | -41.1% |
| 1Y | -50.0% | +29.6% | -79.6% | -63.4% |
| All | -21.6% | +65.0% | -86.5% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling