+195.7%
MRVL vs KIM
+65.6%
+130.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.0% | -4.7% |
| 7D | +11.0% | +0.1% | +10.9% | +11.0% |
| 30D | -36.1% | +14.1% | -50.2% | -37.9% |
| 3M | -29.4% | +6.0% | -35.4% | -30.1% |
| 6M | -11.9% | +13.2% | -25.1% | -16.4% |
| YTD | +84.8% | +30.4% | +54.4% | +63.6% |
| 1Y | +79.4% | +31.0% | +48.4% | +58.3% |
| 3Y | +195.7% | +67.6% | +128.1% | +131.7% |
| All | +195.7% | +65.6% | +130.2% | +131.7% |
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