+173.7%
VEA vs KIM
+61.8%
+111.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +1.0% | +0.4% | +0.5% | +0.8% |
| 30D | +1.9% | -4.0% | +5.9% | +3.1% |
| 3M | +3.2% | +0.5% | +2.7% | +2.8% |
| 6M | +10.2% | +3.6% | +6.6% | +8.8% |
| YTD | +18.9% | +20.4% | -1.5% | +12.2% |
| 1Y | +29.3% | +9.7% | +19.6% | +25.3% |
| 3Y | +76.8% | +46.0% | +30.8% | +55.5% |
| 5Y | +61.2% | +34.4% | +26.8% | +43.6% |
| 10Y | +163.3% | +29.3% | +134.0% | +116.8% |
| All | +173.7% | +61.8% | +111.9% | +78.6% |
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 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