+920.8%
MDB vs KIM
+108.9%
+811.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.4% |
| 7D | -0.9% | +2.8% | -3.8% | -1.7% |
| 30D | -15.2% | +16.3% | -31.5% | -19.0% |
| 3M | -17.9% | +6.6% | -24.6% | -19.7% |
| 6M | +9.3% | +12.3% | -3.0% | +4.7% |
| YTD | -22.0% | +31.6% | -53.6% | -29.0% |
| 1Y | -9.3% | +31.5% | -40.8% | -17.6% |
| 3Y | -10.4% | +68.0% | -78.4% | -24.5% |
| 5Y | -43.2% | +38.7% | -81.9% | -49.1% |
| All | +920.8% | +108.9% | +811.9% | +693.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling