+26.0%
V vs KIM
+31.5%
-5.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +0.8% | +2.8% | -2.0% | +0.2% |
| 30D | +9.9% | +15.9% | -5.9% | +6.9% |
| 3M | +17.5% | +7.8% | +9.7% | +15.4% |
| 6M | +33.5% | +11.9% | +21.6% | +30.6% |
| YTD | +21.6% | +31.0% | -9.5% | +16.7% |
| All | +26.0% | +31.5% | -5.5% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling