-51.5%
MNDY vs KIM
+43.4%
-94.9%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.5% |
| 7D | -12.5% | -1.5% | -11.0% | -12.0% |
| 30D | -2.6% | -1.7% | -0.9% | -2.1% |
| 3M | +4.2% | -7.1% | +11.4% | +7.2% |
| 6M | +9.8% | +2.9% | +6.9% | +7.8% |
| YTD | -42.3% | +18.8% | -61.1% | -47.1% |
| 1Y | -54.5% | +9.4% | -64.0% | -56.7% |
| All | -51.5% | +43.4% | -94.9% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling