+252.3%
MRVL vs KIM
+9.4%
+242.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +3.7% |
| 7D | +13.8% | -1.0% | +14.8% | +13.2% |
| 30D | +12.7% | -1.1% | +13.8% | +11.9% |
| 3M | -11.9% | -5.3% | -6.6% | -14.5% |
| 6M | +153.8% | +3.9% | +149.9% | +150.3% |
| YTD | +177.0% | +20.3% | +156.7% | +187.1% |
| 1Y | +252.3% | +10.4% | +241.9% | +249.6% |
| All | +252.3% | +9.4% | +242.9% | +249.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling