+98.0%
MNST vs KIM
+33.6%
+64.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -4.7% | -0.7% | -4.1% | -4.5% |
| 30D | +5.2% | +13.4% | -8.2% | +1.1% |
| 3M | -0.9% | +6.5% | -7.4% | -2.9% |
| 6M | +6.1% | +10.6% | -4.5% | +2.7% |
| YTD | +18.9% | +29.9% | -11.0% | +9.3% |
| 1Y | +29.3% | +29.6% | -0.2% | +18.9% |
| 3Y | +64.9% | +64.1% | +0.8% | +36.9% |
| 5Y | +98.0% | +35.3% | +62.7% | +77.8% |
| All | +98.0% | +33.6% | +64.4% | +77.8% |
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