+72.2%
V vs KIM
+34.4%
+37.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | +2.0% | -4.0% | +5.9% | +3.5% |
| 3M | +17.4% | +0.5% | +16.8% | +16.9% |
| 6M | +17.5% | +3.6% | +13.9% | +15.6% |
| YTD | +7.6% | +20.4% | -12.8% | -0.3% |
| 1Y | +7.7% | +9.7% | -2.0% | +3.4% |
| 3Y | +54.7% | +46.0% | +8.7% | +30.2% |
| All | +72.2% | +34.4% | +37.7% | +47.7% |
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