+350.1%
KIM vs VCLT
+102.1%
+248.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -1.0% | -0.6% | -0.4% | -0.8% |
| 30D | +14.8% | +2.8% | +12.0% | +13.6% |
| 3M | +8.1% | -0.4% | +8.5% | +8.3% |
| 6M | +11.7% | -3.1% | +14.8% | +13.0% |
| YTD | +30.7% | -2.7% | +33.4% | +32.1% |
| 1Y | +29.7% | -3.7% | +33.4% | +31.5% |
| 3Y | +65.1% | +15.6% | +49.5% | +57.9% |
| 5Y | +34.7% | -15.8% | +50.4% | +37.5% |
| 10Y | +64.1% | +23.0% | +41.1% | +68.7% |
| All | +350.1% | +102.1% | +248.1% | +568.5% |
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