+14,101.9%
MPWR vs KIM
+161.2%
+13,940.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.4% |
| 7D | -1.7% | +4.1% | -5.8% | -3.2% |
| 30D | -16.5% | +16.8% | -33.3% | -21.2% |
| 3M | -12.3% | +5.7% | -18.0% | -14.3% |
| 6M | -27.7% | +9.7% | -37.4% | -30.7% |
| YTD | +32.0% | +30.2% | +1.8% | +18.8% |
| 1Y | +25.1% | +32.1% | -7.0% | +11.8% |
| 3Y | +146.5% | +58.6% | +87.9% | +106.7% |
| 5Y | +126.0% | +31.2% | +94.9% | +103.9% |
| 10Y | +1,582.7% | +66.7% | +1,516.0% | +1,158.1% |
| All | +14,101.9% | +161.2% | +13,940.7% | +8,343.0% |
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