-90.5%
MARA vs KIM
+136.6%
-227.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +6.0% | +0.4% | +5.6% | +5.6% |
| 30D | +0.6% | -4.0% | +4.6% | +3.1% |
| 3M | -18.5% | +0.5% | -19.1% | -19.9% |
| 6M | +21.7% | +3.6% | +18.1% | +17.7% |
| YTD | +25.9% | +20.4% | +5.5% | +9.8% |
| 1Y | -25.1% | +9.7% | -34.9% | -30.7% |
| 3Y | -5.7% | +46.0% | -51.7% | -25.7% |
| 5Y | -73.9% | +34.4% | -108.4% | -76.9% |
| 10Y | -75.6% | +29.3% | -104.9% | -80.8% |
| All | -90.5% | +136.6% | -227.2% | -94.6% |
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