+1,256.1%
MRVL vs KIM
+563.4%
+692.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | +23.1% | -0.7% | +23.8% | +23.4% |
| 30D | -38.8% | +13.4% | -52.2% | -41.6% |
| 3M | -24.2% | +6.5% | -30.8% | -26.3% |
| 6M | 0.0% | +10.6% | -10.6% | -4.8% |
| YTD | +93.8% | +29.9% | +63.9% | +74.6% |
| 1Y | +84.4% | +29.6% | +54.8% | +66.2% |
| 3Y | +203.6% | +64.1% | +139.6% | +151.4% |
| 5Y | +127.8% | +35.3% | +92.5% | +103.6% |
| 10Y | +1,257.2% | +63.1% | +1,194.1% | +927.0% |
| All | +1,256.1% | +563.4% | +692.7% | +325.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling