+3.3%
VCIT vs KIM
+31.2%
-28.0%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +0.5% | +5.0% | -4.5% | 0.0% |
| 30D | +2.1% | +15.8% | -13.7% | +0.7% |
| 3M | -1.6% | +4.3% | -5.9% | -2.0% |
| 6M | -1.6% | +11.4% | -13.0% | -2.7% |
| YTD | -1.5% | +30.8% | -32.3% | -4.1% |
| 1Y | -0.4% | +31.4% | -31.8% | -3.0% |
| 3Y | +19.6% | +57.7% | -38.1% | +13.7% |
| 5Y | +3.3% | +31.7% | -28.4% | -1.2% |
| All | +3.3% | +31.2% | -28.0% | -1.2% |
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