-78.2%
MNDY vs KIM
+36.7%
-114.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.5% |
| 7D | -14.1% | -1.0% | -13.2% | -13.6% |
| 30D | -8.5% | -1.1% | -7.4% | -7.9% |
| 3M | -2.5% | -5.3% | +2.8% | +0.7% |
| 6M | +0.1% | +3.9% | -3.9% | -3.5% |
| YTD | -45.0% | +20.3% | -65.3% | -52.4% |
| 1Y | -58.1% | +10.4% | -68.6% | -61.5% |
| 3Y | -52.6% | +46.3% | -98.9% | -65.9% |
| All | -78.2% | +36.7% | -114.9% | -83.1% |
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