-100.0%
VIVK vs KIM
+10.4%
-110.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.2% | -12.2% | -12.1% |
| 7D | -1.4% | +0.4% | -1.8% | -2.1% |
| 30D | -43.6% | -4.0% | -39.6% | -40.3% |
| 3M | -95.1% | +0.5% | -95.7% | -95.5% |
| 6M | -98.2% | +3.6% | -101.8% | -98.5% |
| YTD | -97.9% | +20.4% | -118.3% | -98.8% |
| 1Y | -100.0% | +9.7% | -109.7% | -100.0% |
| All | -100.0% | +10.4% | -110.4% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling