+225.9%
VIK vs KIM
+42.7%
+183.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.8% |
| 7D | -0.8% | -1.0% | +0.2% | -0.1% |
| 30D | -18.0% | -1.1% | -17.0% | -17.4% |
| 3M | -5.8% | -5.3% | -0.5% | -2.4% |
| 6M | +17.2% | +3.9% | +13.2% | +13.3% |
| YTD | +19.1% | +20.3% | -1.1% | +3.1% |
| 1Y | +33.6% | +10.4% | +23.2% | +23.4% |
| All | +225.9% | +42.7% | +183.3% | +154.5% |
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 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