+244.4%
VIG vs KIM
+32.5%
+211.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.1% | -1.7% | +0.7% | -0.6% |
| 30D | -2.7% | -3.0% | +0.2% | -2.0% |
| 3M | +2.5% | -8.9% | +11.4% | +4.9% |
| 6M | +9.2% | +2.4% | +6.9% | +8.3% |
| YTD | +9.8% | +18.3% | -8.5% | +4.9% |
| 1Y | +12.4% | +8.2% | +4.2% | +9.7% |
| 3Y | +55.9% | +44.0% | +11.9% | +40.3% |
| 5Y | +63.9% | +37.3% | +26.6% | +48.4% |
| All | +244.4% | +32.5% | +211.9% | +184.4% |
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