+14,357.7%
MTCH vs KIM
+1,767.9%
+12,589.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | +10.4% | -1.7% | +12.2% | +10.9% |
| 3M | +21.0% | -0.8% | +21.8% | +21.2% |
| 6M | +36.6% | +4.4% | +32.2% | +34.9% |
| YTD | +29.7% | +21.2% | +8.4% | +23.1% |
| 1Y | +8.6% | +10.5% | -1.9% | +5.6% |
| 3Y | -2.7% | +47.5% | -50.2% | -12.4% |
| 5Y | -72.9% | +37.1% | -110.0% | -75.0% |
| 10Y | +185.0% | +29.5% | +155.5% | +146.9% |
| All | +14,357.7% | +1,767.9% | +12,589.8% | +3,983.0% |
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