+225.7%
VIK vs KIM
+40.4%
+185.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -0.9% | -1.7% | +0.8% | +0.3% |
| 30D | -18.4% | -3.0% | -15.5% | -16.7% |
| 3M | -8.8% | -8.9% | +0.1% | -2.8% |
| 6M | +17.1% | +2.4% | +14.8% | +14.5% |
| YTD | +19.0% | +18.3% | +0.7% | +4.2% |
| 1Y | +30.1% | +8.2% | +22.0% | +22.0% |
| All | +225.7% | +40.4% | +185.3% | +157.2% |
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