-51.4%
VG vs KIM
+22.5%
-73.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -22.0% | +4.1% | -26.1% | -23.0% |
| 30D | -11.6% | +16.8% | -28.4% | -16.1% |
| 3M | -14.9% | +5.7% | -20.6% | -16.4% |
| 6M | -3.5% | +9.7% | -13.2% | -7.4% |
| YTD | +70.0% | +30.2% | +39.7% | +40.0% |
| 1Y | +50.0% | +32.1% | +17.9% | +21.3% |
| All | -51.4% | +22.5% | -73.9% | -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