+124.4%
VGT vs KIM
+45.1%
+79.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.5% | -1.0% | +2.4% | +1.7% |
| 30D | +0.5% | -1.1% | +1.6% | +0.8% |
| 3M | +5.3% | -5.3% | +10.6% | +6.3% |
| 6M | +32.4% | +3.9% | +28.5% | +30.2% |
| YTD | +28.6% | +20.3% | +8.3% | +20.9% |
| 1Y | +37.6% | +10.4% | +27.2% | +32.8% |
| All | +124.4% | +45.1% | +79.3% | +101.2% |
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