-51.4%
VG vs KIM
+23.0%
-74.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | -22.0% | +5.0% | -27.0% | -23.2% |
| 30D | -14.7% | +15.8% | -30.5% | -18.8% |
| 3M | -7.1% | +4.3% | -11.4% | -8.3% |
| 6M | -11.2% | +11.4% | -22.5% | -15.3% |
| YTD | +69.8% | +30.8% | +39.0% | +39.7% |
| 1Y | +49.9% | +31.4% | +18.4% | +22.2% |
| All | -51.4% | +23.0% | -74.4% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling