+94.9%
VICI vs KIM
+94.6%
+0.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -2.3% | -1.7% | -0.6% | -1.4% |
| 30D | -4.8% | -3.0% | -1.8% | -3.3% |
| 3M | -10.1% | -8.9% | -1.2% | -5.6% |
| 6M | -9.7% | +2.4% | -12.1% | -10.8% |
| YTD | -8.8% | +18.3% | -27.1% | -16.5% |
| 1Y | -20.2% | +8.2% | -28.4% | -23.6% |
| 3Y | -5.8% | +44.0% | -49.8% | -23.5% |
| 5Y | +9.5% | +37.3% | -27.8% | -10.3% |
| All | +94.9% | +94.6% | +0.3% | +42.5% |
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