+1,650.0%
MPWR vs KIM
+29.1%
+1,620.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -13.1% | -1.7% | -11.3% | -12.6% |
| 3M | -21.7% | -0.8% | -20.9% | -21.9% |
| 6M | +19.5% | +4.4% | +15.1% | +17.0% |
| YTD | +34.9% | +21.2% | +13.7% | +24.8% |
| 1Y | +42.0% | +10.5% | +31.4% | +35.6% |
| 3Y | +148.8% | +47.5% | +101.3% | +114.9% |
| 5Y | +156.8% | +37.1% | +119.7% | +129.9% |
| 10Y | +1,650.0% | +29.5% | +1,620.5% | +1,371.5% |
| All | +1,650.0% | +29.1% | +1,620.9% | +1,371.5% |
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