+1,743.1%
MRVL vs KIM
+514.9%
+1,228.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.2% | +7.2% | +7.1% |
| 7D | +3.2% | +0.4% | +2.8% | +3.0% |
| 30D | +5.9% | -4.0% | +9.9% | +7.4% |
| 3M | -29.3% | +0.5% | -29.9% | -30.1% |
| 6M | +186.5% | +3.6% | +182.9% | +180.6% |
| YTD | +163.4% | +20.4% | +143.0% | +144.8% |
| 1Y | +249.5% | +9.7% | +239.8% | +234.2% |
| 3Y | +289.4% | +46.0% | +243.4% | +236.5% |
| 5Y | +270.2% | +34.4% | +235.8% | +233.5% |
| 10Y | +1,748.8% | +29.3% | +1,719.5% | +1,420.0% |
| All | +1,743.1% | +514.9% | +1,228.1% | +496.6% |
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 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