+62.8%
VIG vs KIM
+35.1%
+27.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -2.2% | -1.5% | -0.7% | -1.7% |
| 30D | -3.2% | -1.7% | -1.5% | -2.7% |
| 3M | +3.0% | -7.1% | +10.2% | +5.6% |
| 6M | +8.1% | +2.9% | +5.3% | +6.7% |
| YTD | +9.1% | +18.8% | -9.8% | +1.9% |
| 1Y | +12.6% | +9.4% | +3.1% | +8.3% |
| 3Y | +55.4% | +44.6% | +10.8% | +32.9% |
| 5Y | +62.8% | +37.9% | +24.8% | +42.6% |
| All | +62.8% | +35.1% | +27.7% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling