+711.4%
VEEV vs KIM
+130.4%
+581.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +1.4% | +14.1% | -12.7% | -0.8% |
| 3M | +19.4% | +6.0% | +13.4% | +18.1% |
| 6M | +93.6% | +13.2% | +80.4% | +89.4% |
| YTD | +35.1% | +30.4% | +4.7% | +28.9% |
| 1Y | +3.4% | +31.0% | -27.7% | -1.5% |
| 3Y | +81.4% | +67.6% | +13.7% | +65.4% |
| 5Y | -5.1% | +35.8% | -40.8% | -10.9% |
| 10Y | +661.2% | +63.7% | +597.6% | +626.9% |
| All | +711.4% | +130.4% | +581.1% | +543.4% |
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