+961.1%
MELI vs KIM
+32.5%
+928.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -4.1% | -1.7% | -2.4% | -3.7% |
| 30D | +3.8% | -3.0% | +6.7% | +4.6% |
| 3M | +17.8% | -8.9% | +26.7% | +20.5% |
| 6M | +7.4% | +2.4% | +5.1% | +6.6% |
| YTD | -5.8% | +18.3% | -24.1% | -10.1% |
| 1Y | -18.9% | +8.2% | -27.0% | -20.8% |
| 3Y | +33.3% | +44.0% | -10.7% | +19.1% |
| 5Y | +2.7% | +37.3% | -34.6% | -5.3% |
| All | +961.1% | +32.5% | +928.6% | +886.5% |
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