+875.5%
MDB vs KIM
+106.7%
+768.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -11.4% | +4.1% | -15.4% | -12.4% |
| 30D | -13.8% | +16.8% | -30.6% | -17.8% |
| 3M | -15.5% | +5.7% | -21.2% | -17.1% |
| 6M | +17.9% | +9.7% | +8.2% | +13.7% |
| YTD | -25.5% | +30.2% | -55.7% | -32.0% |
| 1Y | -12.1% | +32.1% | -44.2% | -20.3% |
| 3Y | -5.9% | +58.6% | -64.5% | -19.4% |
| 5Y | -43.7% | +31.2% | -74.8% | -49.1% |
| All | +875.5% | +106.7% | +768.7% | +660.3% |
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 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