+28.8%
VCIT vs KIM
+29.2%
-0.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.3% | +0.4% | -0.8% | -0.4% |
| 30D | -0.8% | -4.0% | +3.2% | -0.6% |
| 3M | -1.0% | +0.5% | -1.6% | -1.1% |
| 6M | -1.8% | +3.6% | -5.5% | -2.0% |
| YTD | -0.7% | +20.4% | -21.1% | -1.5% |
| 1Y | +1.0% | +9.7% | -8.7% | +0.5% |
| 3Y | +18.8% | +46.0% | -27.1% | +16.8% |
| 5Y | +3.5% | +34.4% | -31.0% | +1.8% |
| All | +28.8% | +29.2% | -0.4% | +29.4% |
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