+14.5%
MDB vs KIM
+10.4%
+4.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.2% |
| 7D | -17.4% | +0.4% | -17.9% | -17.2% |
| 30D | -2.0% | -4.0% | +2.0% | -3.8% |
| 3M | -3.0% | +0.5% | -3.6% | -2.0% |
| 6M | +48.7% | +3.6% | +45.1% | +50.4% |
| YTD | -12.1% | +20.4% | -32.6% | -5.3% |
| 1Y | +14.5% | +9.7% | +4.8% | +20.7% |
| All | +14.5% | +10.4% | +4.1% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling