+108.3%
V vs KIM
+34.6%
+73.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +9.0% | +14.1% | -5.1% | +3.7% |
| 3M | +16.7% | +6.0% | +10.7% | +14.1% |
| 6M | +33.4% | +13.2% | +20.2% | +27.0% |
| YTD | +22.4% | +30.4% | -8.0% | +9.9% |
| 1Y | +27.7% | +31.0% | -3.4% | +14.5% |
| 3Y | +78.0% | +67.6% | +10.3% | +41.5% |
| All | +108.3% | +34.6% | +73.7% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling