+298.8%
MRVL vs KIM
+46.2%
+252.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.2% | +7.2% | +7.1% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | +5.9% | -4.0% | +9.9% | +7.2% |
| 3M | -29.3% | +0.5% | -29.9% | -30.6% |
| 6M | +186.5% | +3.6% | +182.9% | +177.5% |
| YTD | +163.4% | +20.4% | +143.0% | +137.8% |
| 1Y | +249.5% | +9.7% | +239.8% | +229.3% |
| All | +298.8% | +46.2% | +252.6% | +236.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling