+729.1%
VFC vs KIM
+3,058.9%
-2,329.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | -11.6% | -4.0% | -7.6% | -10.2% |
| 3M | -18.1% | +0.5% | -18.6% | -18.3% |
| 6M | -27.4% | +3.6% | -31.0% | -28.4% |
| YTD | -24.8% | +20.4% | -45.2% | -30.3% |
| 1Y | -8.2% | +9.7% | -17.9% | -11.5% |
| 3Y | -29.1% | +46.0% | -75.1% | -37.2% |
| 5Y | -79.2% | +34.4% | -113.6% | -80.9% |
| 10Y | -68.1% | +29.3% | -97.4% | -72.7% |
| All | +729.1% | +3,058.9% | -2,329.8% | +277.5% |
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