+621.7%
VIG vs KIM
+71.0%
+550.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.4% | +0.4% | -0.9% | -0.5% |
| 30D | -1.0% | -4.0% | +3.0% | +0.1% |
| 3M | +2.8% | +0.5% | +2.2% | +2.5% |
| 6M | +8.2% | +3.6% | +4.6% | +7.0% |
| YTD | +11.0% | +20.4% | -9.4% | +5.5% |
| 1Y | +16.1% | +9.7% | +6.4% | +13.0% |
| 3Y | +56.2% | +46.0% | +10.2% | +39.9% |
| 5Y | +63.0% | +34.4% | +28.5% | +47.7% |
| 10Y | +241.4% | +29.3% | +212.1% | +189.0% |
| All | +621.7% | +71.0% | +550.7% | +370.0% |
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