+476.5%
V vs KIM
+63.0%
+413.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.4% | -0.7% | +0.3% | -0.1% |
| 30D | +6.3% | +13.4% | -7.1% | +2.1% |
| 3M | +17.2% | +6.5% | +10.6% | +14.7% |
| 6M | +29.2% | +10.6% | +18.7% | +24.9% |
| YTD | +20.8% | +29.9% | -9.1% | +10.5% |
| 1Y | +25.0% | +29.6% | -4.6% | +14.4% |
| 3Y | +75.3% | +64.1% | +11.2% | +46.8% |
| 5Y | +105.8% | +35.3% | +70.6% | +81.6% |
| All | +476.5% | +63.0% | +413.5% | +303.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling