-46.6%
VG vs KIM
+23.0%
-69.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +5.5% | -1.0% | +6.5% | +5.8% |
| 30D | -3.6% | +14.8% | -18.4% | -7.9% |
| 3M | -4.0% | +8.1% | -12.1% | -6.4% |
| 6M | +9.4% | +11.7% | -2.3% | +4.1% |
| YTD | +86.6% | +30.7% | +55.9% | +53.6% |
| 1Y | +69.5% | +29.7% | +39.8% | +40.2% |
| All | -46.6% | +23.0% | -69.6% | -63.4% |
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