-68.7%
VFC vs KIM
+29.7%
-98.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.7% |
| 7D | -2.3% | -1.0% | -1.4% | -1.8% |
| 30D | -13.4% | -1.1% | -12.3% | -12.8% |
| 3M | -23.7% | -5.3% | -18.4% | -21.3% |
| 6M | -24.5% | +3.9% | -28.4% | -26.2% |
| YTD | -27.8% | +20.3% | -48.1% | -35.4% |
| 1Y | -13.5% | +10.4% | -23.9% | -18.4% |
| 3Y | -27.1% | +46.3% | -73.4% | -39.2% |
| 5Y | -79.0% | +37.6% | -116.6% | -81.9% |
| 10Y | -68.7% | +34.5% | -103.2% | -77.9% |
| All | -68.7% | +29.7% | -98.4% | -77.9% |
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