-65.7%
MRNA vs KIM
+35.9%
-101.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.6% |
| 7D | -1.1% | -1.7% | +0.7% | -0.1% |
| 30D | +126.1% | -3.0% | +129.1% | +130.4% |
| 3M | +190.0% | -8.9% | +198.9% | +203.9% |
| 6M | +157.2% | +2.4% | +154.8% | +152.2% |
| YTD | +388.2% | +18.3% | +369.9% | +339.7% |
| 1Y | +467.0% | +8.2% | +458.9% | +437.0% |
| 3Y | +36.1% | +44.0% | -8.0% | +8.4% |
| All | -65.7% | +35.9% | -101.6% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling