+197.0%
KIM vs VO
+827.2%
-630.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | +0.1% |
| 7D | +0.4% | -0.3% | +0.7% | +0.7% |
| 30D | -4.0% | -0.3% | -3.6% | -3.7% |
| 3M | +0.5% | +2.9% | -2.4% | -3.6% |
| 6M | +3.6% | +9.3% | -5.7% | -8.5% |
| YTD | +20.4% | +14.2% | +6.2% | 0.0% |
| 1Y | +9.7% | +15.3% | -5.6% | -10.2% |
| 3Y | +46.0% | +56.2% | -10.3% | -20.8% |
| 5Y | +34.4% | +42.4% | -8.0% | -18.8% |
| 10Y | +29.3% | +194.7% | -165.4% | -71.5% |
| All | +197.0% | +827.2% | -630.2% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling