+348.9%
KIM vs VCLT
+98.6%
+250.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +0.1% | -2.3% | +2.4% | +1.0% |
| 30D | +14.1% | +0.8% | +13.4% | +13.8% |
| 3M | +6.0% | -2.7% | +8.7% | +7.1% |
| 6M | +13.2% | -4.3% | +17.5% | +15.1% |
| YTD | +30.4% | -4.3% | +34.7% | +32.6% |
| 1Y | +31.0% | -4.4% | +35.4% | +33.2% |
| 3Y | +67.6% | +13.8% | +53.9% | +61.3% |
| 5Y | +35.8% | -17.0% | +52.7% | +39.4% |
| 10Y | +63.7% | +20.9% | +42.7% | +69.3% |
| All | +348.9% | +98.6% | +250.3% | +571.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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