+674.0%
MRNA vs KIM
+98.2%
+575.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.4% |
| 7D | -1.1% | -1.7% | +0.7% | -0.9% |
| 30D | +126.1% | -3.0% | +129.1% | +126.9% |
| 3M | +190.0% | -8.9% | +198.9% | +192.6% |
| 6M | +157.2% | +2.4% | +154.8% | +156.4% |
| YTD | +388.2% | +18.3% | +369.9% | +379.4% |
| 1Y | +467.0% | +8.2% | +458.9% | +461.7% |
| 3Y | +36.1% | +44.0% | -8.0% | +32.3% |
| 5Y | -68.0% | +37.3% | -105.3% | -68.5% |
| All | +674.0% | +98.2% | +575.9% | +734.9% |
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 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