+800.0%
VGT vs KIM
+32.5%
+767.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -0.2% | -1.7% | +1.6% | +0.3% |
| 30D | -0.4% | -3.0% | +2.5% | +0.3% |
| 3M | +4.4% | -8.9% | +13.3% | +6.7% |
| 6M | +32.1% | +2.4% | +29.7% | +30.7% |
| YTD | +28.8% | +18.3% | +10.4% | +22.4% |
| 1Y | +35.3% | +8.2% | +27.2% | +31.6% |
| 3Y | +124.8% | +44.0% | +80.7% | +100.6% |
| 5Y | +137.9% | +37.3% | +100.6% | +115.3% |
| All | +800.0% | +32.5% | +767.4% | +632.0% |
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