-49.1%
MNDY vs KIM
+33.9%
-83.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.3% | -6.3% |
| 7D | -9.6% | +0.4% | -10.0% | -9.8% |
| 30D | -0.4% | -4.0% | +3.6% | +1.9% |
| 3M | +4.3% | +0.5% | +3.8% | +3.7% |
| 6M | +19.8% | +3.6% | +16.2% | +16.3% |
| YTD | -38.3% | +20.4% | -58.7% | -45.6% |
| 1Y | -50.1% | +9.7% | -59.8% | -53.4% |
| 3Y | -48.4% | +46.0% | -94.4% | -60.8% |
| 5Y | -76.0% | +34.4% | -110.5% | -79.2% |
| All | -49.1% | +33.9% | -83.0% | -56.3% |
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 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