+172.8%
VEU vs KIM
+34.7%
+138.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | -0.9% | +14.1% | -15.0% | -4.9% |
| 3M | -5.4% | +6.0% | -11.4% | -7.1% |
| 6M | -1.8% | +13.2% | -15.0% | -5.8% |
| YTD | +10.9% | +30.4% | -19.4% | +1.8% |
| 1Y | +13.6% | +31.0% | -17.5% | +4.0% |
| 3Y | +69.3% | +67.6% | +1.6% | +42.1% |
| 5Y | +48.1% | +35.8% | +12.3% | +30.7% |
| 10Y | +148.0% | +63.7% | +84.3% | +87.1% |
| All | +172.8% | +34.7% | +138.1% | +87.1% |
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 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