-40.5%
MDB vs KIM
+34.6%
-75.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.9% |
| 7D | +6.8% | +0.1% | +6.7% | +6.8% |
| 30D | -6.2% | +14.1% | -20.3% | -14.5% |
| 3M | -29.2% | +6.0% | -35.2% | -32.4% |
| 6M | +10.3% | +13.2% | -2.9% | -1.1% |
| YTD | -20.4% | +30.4% | -50.7% | -36.4% |
| 1Y | -4.8% | +31.0% | -35.9% | -24.6% |
| 3Y | -11.6% | +67.6% | -79.2% | -46.1% |
| All | -40.5% | +34.6% | -75.1% | -54.6% |
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 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