+303.0%
MNST vs KIM
+64.5%
+238.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -3.4% | +4.1% | -7.5% | -4.2% |
| 30D | +6.6% | +16.8% | -10.2% | +3.1% |
| 3M | -2.9% | +5.7% | -8.6% | -4.1% |
| 6M | +18.4% | +9.7% | +8.8% | +16.0% |
| YTD | +19.3% | +30.2% | -11.0% | +12.5% |
| 1Y | +37.9% | +32.1% | +5.8% | +29.6% |
| 3Y | +62.9% | +58.6% | +4.3% | +45.9% |
| 5Y | +99.6% | +31.2% | +68.4% | +84.5% |
| All | +303.0% | +64.5% | +238.5% | +225.3% |
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