+96.3%
VCIT vs KIM
+345.6%
-249.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +0.5% | +5.0% | -4.5% | +0.3% |
| 30D | +2.1% | +15.8% | -13.7% | +1.6% |
| 3M | -1.6% | +4.3% | -5.9% | -1.7% |
| 6M | -1.6% | +11.4% | -13.0% | -1.9% |
| YTD | -1.5% | +30.8% | -32.3% | -2.4% |
| 1Y | -0.4% | +31.4% | -31.8% | -1.3% |
| 3Y | +19.6% | +57.7% | -38.1% | +17.8% |
| 5Y | +3.3% | +31.7% | -28.4% | +1.9% |
| 10Y | +28.9% | +67.4% | -38.5% | +25.5% |
| All | +96.3% | +345.6% | -249.3% | +96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling