-48.6%
VFC vs KIM
+63.6%
-112.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.0% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +25.5% | +14.1% | +11.4% | +16.4% |
| 3M | +41.3% | +6.0% | +35.3% | +36.8% |
| 6M | +22.2% | +13.2% | +9.0% | +13.7% |
| YTD | +16.4% | +30.4% | -14.0% | -0.5% |
| 1Y | +38.4% | +31.0% | +7.4% | +18.2% |
| 3Y | +56.2% | +67.6% | -11.4% | +21.3% |
| 5Y | -68.2% | +35.8% | -103.9% | -72.6% |
| All | -48.6% | +63.6% | -112.2% | -65.4% |
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 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