+16.0%
VEEV vs KIM
+45.1%
-29.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -7.1% | -1.0% | -6.1% | -6.9% |
| 30D | +11.1% | -1.1% | +12.2% | +11.4% |
| 3M | +55.5% | -5.3% | +60.9% | +57.5% |
| 6M | +33.4% | +3.9% | +29.4% | +31.8% |
| YTD | +16.8% | +20.3% | -3.4% | +10.8% |
| 1Y | -7.7% | +10.4% | -18.2% | -10.3% |
| All | +16.0% | +45.1% | -29.2% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling