+640.3%
VEEV vs KIM
+112.8%
+527.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | +28.8% | -4.0% | +32.8% | +29.7% |
| 3M | +54.0% | +0.5% | +53.5% | +53.8% |
| 6M | +46.0% | +3.6% | +42.3% | +44.9% |
| YTD | +23.2% | +20.4% | +2.8% | +19.2% |
| 1Y | +1.9% | +9.7% | -7.8% | 0.0% |
| 3Y | +27.0% | +46.0% | -19.0% | +18.5% |
| 5Y | -13.4% | +34.4% | -47.8% | -18.1% |
| 10Y | +575.2% | +29.3% | +545.9% | +595.6% |
| All | +640.3% | +112.8% | +527.5% | +495.0% |
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