+1,187.5%
VFC vs KIM
+3,337.3%
-2,149.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +3.5% | +2.8% | +0.7% | +2.4% |
| 30D | +38.3% | +15.9% | +22.4% | +30.6% |
| 3M | +40.2% | +7.8% | +32.4% | +36.2% |
| 6M | +10.6% | +11.9% | -1.3% | +5.9% |
| YTD | +16.7% | +31.0% | -14.3% | +4.9% |
| 1Y | +45.0% | +32.3% | +12.6% | +29.9% |
| 3Y | +48.8% | +65.5% | -16.7% | +25.9% |
| 5Y | -67.6% | +37.2% | -104.8% | -70.5% |
| 10Y | -47.5% | +63.9% | -111.5% | -58.5% |
| All | +1,187.5% | +3,337.3% | -2,149.9% | +467.7% |
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