-94.2%
MARA vs KIM
+156.2%
-250.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | +10.1% | +0.1% | +10.0% | +10.0% |
| 30D | -15.1% | +14.1% | -29.2% | -22.5% |
| 3M | -24.1% | +6.0% | -30.1% | -27.5% |
| 6M | -45.2% | +13.2% | -58.4% | -50.4% |
| YTD | -22.2% | +30.4% | -52.5% | -36.0% |
| 1Y | -45.3% | +31.0% | -76.3% | -55.3% |
| 3Y | -23.9% | +67.6% | -91.5% | -45.2% |
| 5Y | -90.8% | +35.8% | -126.6% | -92.0% |
| 10Y | -81.0% | +63.7% | -144.7% | -86.7% |
| All | -94.2% | +156.2% | -250.3% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling