+655.7%
VEEV vs KIM
+63.6%
+592.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +1.4% | +14.1% | -12.7% | -0.5% |
| 3M | +19.4% | +6.0% | +13.4% | +18.3% |
| 6M | +93.6% | +13.2% | +80.4% | +90.0% |
| YTD | +35.1% | +30.4% | +4.7% | +29.7% |
| 1Y | +3.4% | +31.0% | -27.7% | -0.9% |
| 3Y | +81.4% | +67.6% | +13.7% | +67.6% |
| 5Y | -5.1% | +35.8% | -40.8% | -10.2% |
| All | +655.7% | +63.6% | +592.1% | +581.1% |
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