+280.4%
MRVL vs KIM
+37.7%
+242.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.4% |
| 7D | +7.1% | -0.3% | +7.5% | +7.3% |
| 30D | +3.1% | -1.7% | +4.8% | +4.2% |
| 3M | -21.9% | -0.8% | -21.1% | -22.9% |
| 6M | +151.8% | +4.4% | +147.4% | +139.0% |
| YTD | +165.6% | +21.2% | +144.4% | +125.2% |
| 1Y | +242.3% | +10.5% | +231.7% | +208.8% |
| 3Y | +308.2% | +47.5% | +260.7% | +181.7% |
| 5Y | +280.4% | +37.1% | +243.3% | +205.5% |
| All | +280.4% | +37.7% | +242.7% | +205.5% |
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 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