+54.0%
VEA vs KIM
+34.6%
+19.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +0.2% | +14.1% | -13.9% | -4.3% |
| 3M | -5.3% | +6.0% | -11.3% | -7.3% |
| 6M | -0.9% | +13.2% | -14.2% | -5.6% |
| YTD | +12.2% | +30.4% | -18.2% | +1.5% |
| 1Y | +16.1% | +31.0% | -14.9% | +4.7% |
| 3Y | +73.0% | +67.6% | +5.4% | +39.1% |
| All | +54.0% | +34.6% | +19.4% | +33.6% |
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