-78.9%
MNDY vs KIM
+34.6%
-113.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.6% |
| 3M | -17.3% | +6.0% | -23.3% | -20.8% |
| 6M | +15.2% | +13.2% | +2.0% | +4.7% |
| YTD | -47.1% | +30.4% | -77.5% | -57.2% |
| 1Y | -51.4% | +31.0% | -82.5% | -60.9% |
| 3Y | -49.6% | +67.6% | -117.3% | -68.2% |
| All | -78.9% | +34.6% | -113.4% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling