+6,694.2%
MELI vs KIM
+41.0%
+6,653.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.3% |
| 7D | -6.5% | -1.0% | -5.5% | -6.1% |
| 30D | +2.8% | -1.1% | +3.9% | +3.3% |
| 3M | +14.3% | -5.3% | +19.7% | +16.6% |
| 6M | +6.0% | +3.9% | +2.1% | +4.1% |
| YTD | -6.8% | +20.3% | -27.1% | -13.9% |
| 1Y | -20.9% | +10.4% | -31.4% | -24.6% |
| 3Y | +31.4% | +46.3% | -14.9% | +9.5% |
| 5Y | -0.4% | +37.6% | -38.0% | -13.5% |
| 10Y | +951.2% | +34.5% | +916.7% | +696.7% |
| All | +6,694.2% | +41.0% | +6,653.3% | +4,259.7% |
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