+1,954.1%
MRVL vs KIM
+29.7%
+1,924.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.5% |
| 7D | +13.8% | -1.0% | +14.8% | +14.1% |
| 30D | +12.7% | -1.1% | +13.8% | +13.0% |
| 3M | -11.9% | -5.3% | -6.6% | -11.0% |
| 6M | +153.8% | +3.9% | +149.9% | +148.5% |
| YTD | +177.0% | +20.3% | +156.7% | +158.2% |
| 1Y | +252.3% | +10.4% | +241.9% | +236.9% |
| 3Y | +325.5% | +46.3% | +279.2% | +270.6% |
| 5Y | +290.9% | +37.6% | +253.3% | +253.2% |
| 10Y | +1,954.1% | +34.5% | +1,919.6% | +1,583.9% |
| All | +1,954.1% | +29.7% | +1,924.4% | +1,583.9% |
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