-39.3%
VG vs KIM
+13.3%
-52.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | +16.0% | -4.0% | +20.0% | +17.6% |
| 3M | +9.7% | +0.5% | +9.2% | +8.7% |
| 6M | +29.6% | +3.6% | +26.0% | +25.3% |
| YTD | +112.0% | +20.4% | +91.6% | +79.2% |
| 1Y | +12.8% | +9.7% | +3.1% | +3.8% |
| All | -39.3% | +13.3% | -52.6% | -57.3% |
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