-90.5%
MARA vs KIM
+33.6%
-124.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.3% |
| 7D | +22.4% | -0.7% | +23.1% | +23.4% |
| 30D | -21.0% | +13.4% | -34.4% | -33.0% |
| 3M | -25.3% | +6.5% | -31.9% | -32.1% |
| 6M | -43.4% | +10.6% | -54.0% | -52.3% |
| YTD | -19.8% | +29.9% | -49.7% | -45.8% |
| 1Y | -50.0% | +29.6% | -79.6% | -66.3% |
| 3Y | -25.1% | +64.1% | -89.1% | -64.0% |
| 5Y | -90.5% | +35.3% | -125.8% | -93.4% |
| All | -90.5% | +33.6% | -124.1% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling