-56.4%
MNDY vs KIM
+45.0%
-101.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.0% |
| 7D | -11.3% | +0.1% | -11.4% | -11.4% |
| 30D | -10.8% | +14.1% | -24.9% | -17.3% |
| 3M | -17.3% | +6.0% | -23.3% | -20.2% |
| 6M | +15.2% | +13.2% | +2.0% | +6.5% |
| YTD | -47.1% | +30.4% | -77.5% | -55.6% |
| 1Y | -51.4% | +31.0% | -82.5% | -59.4% |
| 3Y | -49.6% | +67.6% | -117.3% | -64.7% |
| 5Y | -78.6% | +35.8% | -114.3% | -82.4% |
| All | -56.4% | +45.0% | -101.4% | -64.3% |
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 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