-24.7%
MDB vs KIM
+34.4%
-59.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -17.4% | +0.4% | -17.9% | -17.7% |
| 30D | -2.0% | -4.0% | +2.0% | +0.4% |
| 3M | -3.0% | +0.5% | -3.6% | -4.4% |
| 6M | +48.7% | +3.6% | +45.1% | +42.5% |
| YTD | -12.1% | +20.4% | -32.6% | -24.9% |
| 1Y | +14.5% | +9.7% | +4.8% | +4.2% |
| 3Y | -6.1% | +46.0% | -52.1% | -34.6% |
| All | -24.7% | +34.4% | -59.2% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling