-94.0%
MARA vs KIM
+155.3%
-249.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.6% |
| 7D | +22.4% | -0.7% | +23.1% | +23.0% |
| 30D | -21.0% | +13.4% | -34.4% | -27.6% |
| 3M | -25.3% | +6.5% | -31.9% | -28.9% |
| 6M | -43.4% | +10.6% | -54.0% | -48.0% |
| YTD | -19.8% | +29.9% | -49.7% | -33.9% |
| 1Y | -50.0% | +29.6% | -79.6% | -58.8% |
| 3Y | -25.1% | +64.1% | -89.1% | -45.3% |
| 5Y | -90.5% | +35.3% | -125.8% | -91.8% |
| 10Y | -80.4% | +63.1% | -143.5% | -86.2% |
| All | -94.0% | +155.3% | -249.3% | -96.8% |
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