+30.6%
VCIT vs KIM
+65.6%
-34.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | 0.0% |
| 7D | +0.7% | +2.8% | -2.1% | +0.6% |
| 30D | +1.8% | +16.3% | -14.5% | +1.1% |
| 3M | -1.6% | +6.6% | -8.2% | -1.8% |
| 6M | -2.1% | +12.3% | -14.4% | -2.6% |
| YTD | -1.6% | +31.6% | -33.1% | -2.7% |
| 1Y | -0.8% | +31.5% | -32.3% | -2.0% |
| 3Y | +19.9% | +68.0% | -48.1% | +17.2% |
| 5Y | +3.3% | +38.7% | -35.4% | +1.4% |
| 10Y | +30.6% | +65.7% | -35.1% | +28.5% |
| All | +30.6% | +65.6% | -34.9% | +28.5% |
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