+313.1%
MNST vs KIM
+65.6%
+247.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -5.0% | +2.8% | -7.8% | -5.5% |
| 30D | +4.6% | +16.3% | -11.8% | +1.2% |
| 3M | +1.0% | +6.6% | -5.6% | -0.4% |
| 6M | +5.8% | +12.3% | -6.5% | +3.1% |
| YTD | +19.1% | +31.6% | -12.5% | +12.1% |
| 1Y | +30.9% | +31.5% | -0.6% | +23.2% |
| 3Y | +65.7% | +68.0% | -2.3% | +46.6% |
| 5Y | +99.0% | +38.7% | +60.3% | +82.0% |
| 10Y | +313.1% | +65.7% | +247.3% | +231.4% |
| All | +313.1% | +65.6% | +247.5% | +231.4% |
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