+333.2%
MNST vs KIM
+63.9%
+269.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -6.9% | -1.0% | -5.9% | -6.7% |
| 30D | +3.7% | +14.8% | -11.0% | +0.7% |
| 3M | -0.3% | +8.1% | -8.4% | -2.0% |
| 6M | +5.1% | +11.7% | -6.6% | +2.5% |
| YTD | +18.4% | +30.7% | -12.3% | +11.6% |
| 1Y | +26.3% | +29.7% | -3.5% | +19.2% |
| 3Y | +64.3% | +65.1% | -0.8% | +45.9% |
| 5Y | +96.8% | +34.7% | +62.2% | +81.1% |
| 10Y | +333.2% | +64.1% | +269.1% | +252.3% |
| All | +333.2% | +63.9% | +269.4% | +252.3% |
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