+373,822.7%
MNST vs KIM
+3,058.9%
+370,763.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -6.5% | +0.4% | -6.9% | -6.6% |
| 30D | -7.2% | -4.0% | -3.2% | -6.3% |
| 3M | -1.0% | +0.5% | -1.6% | -1.2% |
| 6M | +11.5% | +3.6% | +7.9% | +10.4% |
| YTD | +14.3% | +20.4% | -6.1% | +8.8% |
| 1Y | +38.1% | +9.7% | +28.4% | +34.5% |
| 3Y | +55.0% | +46.0% | +9.0% | +38.5% |
| 5Y | +79.6% | +34.4% | +45.2% | +62.4% |
| 10Y | +241.8% | +29.3% | +212.5% | +186.9% |
| All | +373,822.7% | +3,058.9% | +370,763.8% | +200,322.9% |
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