+2,267.4%
VGT vs KIM
+199.1%
+2,068.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | +1.3% | -4.0% | +5.3% | +2.4% |
| 3M | -1.1% | +0.5% | -1.7% | -1.7% |
| 6M | +32.6% | +3.6% | +29.0% | +30.8% |
| YTD | +29.0% | +20.4% | +8.6% | +21.8% |
| 1Y | +39.7% | +9.7% | +30.0% | +35.1% |
| 3Y | +120.9% | +46.0% | +74.9% | +95.3% |
| 5Y | +133.6% | +34.4% | +99.1% | +110.6% |
| 10Y | +792.6% | +29.3% | +763.3% | +646.5% |
| All | +2,267.4% | +199.1% | +2,068.3% | +1,298.0% |
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 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