+1,163.3%
VFC vs KIM
+3,315.9%
-2,152.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | +11.2% | +4.1% | +7.1% | +9.5% |
| 30D | +41.5% | +16.8% | +24.7% | +33.3% |
| 3M | +38.9% | +5.7% | +33.2% | +36.1% |
| 6M | +6.1% | +9.7% | -3.5% | +2.4% |
| YTD | +14.5% | +30.2% | -15.7% | +3.1% |
| 1Y | +46.0% | +32.1% | +13.8% | +30.8% |
| 3Y | +36.4% | +58.6% | -22.2% | +17.2% |
| 5Y | -67.5% | +31.2% | -98.7% | -70.0% |
| 10Y | -45.8% | +66.7% | -112.5% | -57.4% |
| All | +1,163.3% | +3,315.9% | -2,152.7% | +458.3% |
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