+180.2%
MPWR vs KIM
+65.6%
+114.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.1% |
| 7D | +16.8% | +0.1% | +16.7% | +16.8% |
| 30D | +11.9% | +14.1% | -2.3% | +5.4% |
| 3M | +2.2% | +6.0% | -3.8% | -0.4% |
| 6M | -15.5% | +13.2% | -28.7% | -21.5% |
| YTD | +54.2% | +30.4% | +23.8% | +30.9% |
| 1Y | +51.5% | +31.0% | +20.4% | +27.9% |
| 3Y | +180.2% | +67.6% | +112.6% | +107.7% |
| All | +180.2% | +65.6% | +114.7% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling