+8.4%
KIM vs VO
+15.8%
-7.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -5.1% | -0.3% | -4.8% | -5.0% |
| 3M | -0.6% | +2.9% | -3.6% | -1.9% |
| 6M | +2.4% | +9.3% | -6.9% | -1.9% |
| YTD | +19.0% | +14.2% | +4.8% | +10.8% |
| 1Y | +8.4% | +15.3% | -6.8% | -0.4% |
| All | +8.4% | +15.8% | -7.4% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling